+149.2%
STLD vs BRKR
-11.8%
+161.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -0.9% | -8.7% | +7.7% | +0.4% |
| 30D | -8.9% | -9.9% | +1.0% | -7.5% |
| 3M | -14.0% | -3.1% | -10.9% | -14.9% |
| 6M | +30.8% | +45.5% | -14.7% | +18.5% |
| YTD | +42.3% | +13.7% | +28.6% | +34.2% |
| 1Y | +81.1% | +67.4% | +13.7% | +58.0% |
| 3Y | +149.2% | -13.2% | +162.4% | +130.1% |
| All | +149.2% | -11.8% | +161.0% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling