+1,111.5%
STLD vs BRO
+294.2%
+817.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | -7.3% | +6.4% | +3.1% |
| 30D | -8.9% | -6.9% | -2.0% | -5.8% |
| 3M | -14.0% | +10.7% | -24.7% | -20.1% |
| 6M | +30.8% | -2.7% | +33.5% | +29.6% |
| YTD | +42.3% | -16.3% | +58.6% | +53.0% |
| 1Y | +81.1% | -29.1% | +110.2% | +114.5% |
| 3Y | +149.2% | -7.8% | +157.0% | +135.9% |
| 5Y | +292.9% | +18.7% | +274.2% | +194.4% |
| All | +1,111.5% | +294.2% | +817.3% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling