+293.4%
STLD vs BR
+9.8%
+283.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | +0.2% |
| 7D | +2.7% | -5.9% | +8.6% | +5.1% |
| 30D | -8.4% | +1.9% | -10.3% | -9.5% |
| 3M | -9.9% | +14.7% | -24.5% | -15.4% |
| 6M | +33.0% | -12.8% | +45.8% | +40.5% |
| YTD | +42.6% | -23.0% | +65.6% | +59.7% |
| 1Y | +80.8% | -31.7% | +112.4% | +116.2% |
| 3Y | +143.4% | -4.8% | +148.2% | +133.9% |
| 5Y | +293.4% | +7.8% | +285.6% | +222.5% |
| All | +293.4% | +9.8% | +283.6% | +222.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling