+852.5%
STLD vs BUD
-9.0%
+861.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +1.1% |
| 7D | -11.1% | +4.5% | -15.6% | -13.1% |
| 30D | -4.8% | +12.5% | -17.3% | -10.3% |
| 3M | -14.6% | 0.0% | -14.5% | -15.1% |
| 6M | -7.4% | +3.8% | -11.2% | -9.9% |
| YTD | +32.6% | +33.1% | -0.5% | +14.2% |
| 1Y | +47.3% | +35.5% | +11.8% | +25.6% |
| 3Y | +107.5% | +49.4% | +58.1% | +62.7% |
| 5Y | +268.8% | +48.0% | +220.8% | +183.5% |
| All | +852.5% | -9.0% | +861.5% | +639.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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