+81.1%
STLD vs BRO
-27.7%
+108.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.1% |
| 7D | -0.9% | -7.3% | +6.4% | -1.6% |
| 30D | -8.9% | -6.9% | -2.0% | -9.3% |
| 3M | -14.0% | +10.7% | -24.7% | -12.9% |
| 6M | +30.8% | -2.7% | +33.5% | +33.5% |
| YTD | +42.3% | -16.3% | +58.6% | +44.4% |
| 1Y | +81.1% | -29.1% | +110.2% | +87.6% |
| All | +81.1% | -27.7% | +108.8% | +87.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling