+125.5%
STLD vs BUD
+51.6%
+73.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.6% | +3.6% |
| 7D | -4.7% | +6.0% | -10.7% | -5.5% |
| 30D | -0.9% | +11.3% | -12.2% | -2.7% |
| 3M | -11.9% | +3.6% | -15.4% | -12.5% |
| 6M | +0.9% | +7.7% | -6.8% | -0.6% |
| YTD | +40.4% | +36.4% | +4.1% | +33.4% |
| 1Y | +56.6% | +37.8% | +18.7% | +48.4% |
| 3Y | +125.5% | +51.2% | +74.2% | +106.0% |
| All | +125.5% | +51.6% | +73.9% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling