+799.8%
STLD vs BR
+280.7%
+519.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.5% | +1.9% | -2.4% | -1.5% |
| 30D | -0.1% | +15.9% | -16.0% | -7.4% |
| 3M | -9.2% | +13.7% | -22.8% | -15.6% |
| 6M | +1.8% | +31.0% | -29.2% | -13.0% |
| YTD | +42.1% | -12.0% | +54.1% | +48.5% |
| 1Y | +58.5% | -11.5% | +70.0% | +65.0% |
| 3Y | +128.2% | +14.9% | +113.3% | +98.5% |
| 5Y | +288.2% | +20.1% | +268.2% | +222.8% |
| 10Y | +799.8% | +278.9% | +520.9% | +376.8% |
| All | +799.8% | +280.7% | +519.1% | +376.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling