+8,094.0%
STLD vs BRO
+8,527.9%
-433.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +1.5% |
| 7D | +2.7% | -5.4% | +8.0% | +5.4% |
| 30D | -8.4% | -4.3% | -4.1% | -6.7% |
| 3M | -9.9% | +17.8% | -27.7% | -18.1% |
| 6M | +33.0% | -6.8% | +39.8% | +34.6% |
| YTD | +42.6% | -13.8% | +56.4% | +49.1% |
| 1Y | +80.8% | -27.8% | +108.6% | +105.6% |
| 3Y | +143.4% | -4.7% | +148.1% | +133.6% |
| 5Y | +293.4% | +20.6% | +272.8% | +227.9% |
| 10Y | +1,080.4% | +293.7% | +786.7% | +450.7% |
| All | +8,094.0% | +8,527.9% | -433.9% | +2,328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling