+58.5%
STLD vs BR
-11.9%
+70.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.5% | +1.9% | -2.4% | -0.1% |
| 30D | -0.1% | +15.9% | -16.0% | +2.4% |
| 3M | -9.2% | +13.7% | -22.8% | -7.0% |
| 6M | +1.8% | +31.0% | -29.2% | +6.2% |
| YTD | +42.1% | -12.0% | +54.1% | +38.4% |
| 1Y | +58.5% | -11.5% | +70.0% | +54.6% |
| All | +58.5% | -11.9% | +70.4% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling