+1,685.1%
STLD vs BR
+1,485.1%
+200.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.5% | +1.9% | -2.4% | -1.9% |
| 30D | -0.1% | +15.9% | -16.0% | -10.4% |
| 3M | -9.2% | +13.7% | -22.8% | -18.3% |
| 6M | +1.8% | +31.0% | -29.2% | -18.4% |
| YTD | +42.1% | -12.0% | +54.1% | +47.4% |
| 1Y | +58.5% | -11.5% | +70.0% | +63.6% |
| 3Y | +128.2% | +14.9% | +113.3% | +88.3% |
| 5Y | +288.2% | +20.1% | +268.2% | +203.4% |
| 10Y | +799.8% | +278.9% | +520.9% | +159.8% |
| All | +1,685.1% | +1,485.1% | +200.0% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling