+782.2%
STLD vs BUD
-8.7%
+790.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.7% | +1.5% |
| 7D | -9.7% | +1.3% | -11.0% | -10.4% |
| 30D | -4.5% | +10.0% | -14.6% | -9.1% |
| 3M | -13.1% | +1.6% | -14.7% | -14.3% |
| 6M | -2.8% | +6.5% | -9.3% | -6.5% |
| YTD | +35.3% | +34.8% | +0.5% | +15.7% |
| 1Y | +51.4% | +36.5% | +14.9% | +28.5% |
| 3Y | +117.9% | +49.0% | +69.0% | +70.9% |
| 5Y | +272.6% | +51.7% | +220.9% | +182.1% |
| 10Y | +782.2% | -7.5% | +789.7% | +592.5% |
| All | +782.2% | -8.7% | +790.9% | +592.5% |
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