+1,599.7%
STLD vs BR
+1,480.9%
+118.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.4% |
| 7D | -9.7% | +4.4% | -14.1% | -12.5% |
| 30D | -4.5% | +16.3% | -20.8% | -14.6% |
| 3M | -13.1% | +16.2% | -29.3% | -23.0% |
| 6M | -2.8% | +30.3% | -33.1% | -21.7% |
| YTD | +35.3% | -12.2% | +47.6% | +40.6% |
| 1Y | +51.4% | -11.3% | +62.6% | +55.9% |
| 3Y | +117.9% | +15.2% | +102.7% | +79.4% |
| 5Y | +272.6% | +18.0% | +254.6% | +194.8% |
| 10Y | +782.2% | +268.7% | +513.5% | +160.3% |
| All | +1,599.7% | +1,480.9% | +118.8% | +23.8% |
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