+1,703.7%
STLD vs BR
+1,321.0%
+382.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | +0.7% |
| 7D | +3.1% | -5.3% | +8.4% | +7.0% |
| 30D | -9.0% | +6.4% | -15.4% | -13.4% |
| 3M | -12.4% | +13.6% | -26.0% | -21.0% |
| 6M | +25.5% | -6.7% | +32.2% | +27.9% |
| YTD | +43.6% | -21.1% | +64.7% | +62.4% |
| 1Y | +87.2% | -29.6% | +116.7% | +129.0% |
| 3Y | +135.2% | -2.4% | +137.6% | +120.3% |
| 5Y | +290.9% | +11.2% | +279.6% | +223.1% |
| 10Y | +1,113.5% | +191.8% | +921.7% | +330.6% |
| All | +1,703.7% | +1,321.0% | +382.7% | +43.0% |
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