+86.9%
STLD vs BR
-31.7%
+118.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -2.8% | -5.0% | +2.2% | -3.4% |
| 30D | -10.4% | -2.5% | -7.9% | -10.5% |
| 3M | -10.6% | +13.5% | -24.1% | -9.0% |
| 6M | +32.7% | -9.4% | +42.1% | +26.8% |
| YTD | +42.8% | -23.3% | +66.1% | +35.0% |
| 1Y | +86.9% | -31.6% | +118.5% | +74.2% |
| All | +86.9% | -31.7% | +118.7% | +74.2% |
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