+288.5%
STLD vs BRO
+17.6%
+270.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -3.6% | -8.6% | +4.9% | -0.9% |
| 30D | -10.1% | -6.9% | -3.2% | -8.2% |
| 3M | -11.4% | +10.5% | -21.9% | -15.2% |
| 6M | +30.8% | -2.8% | +33.6% | +30.9% |
| YTD | +40.7% | -16.1% | +56.8% | +48.7% |
| 1Y | +80.8% | -27.6% | +108.4% | +103.0% |
| 3Y | +140.2% | -7.3% | +147.4% | +131.3% |
| 5Y | +288.5% | +19.0% | +269.5% | +212.6% |
| All | +288.5% | +17.6% | +270.9% | +212.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling