+107.5%
STLD vs BUD
+49.3%
+58.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.7% |
| 7D | -11.1% | +4.5% | -15.6% | -11.8% |
| 30D | -4.8% | +12.5% | -17.3% | -6.8% |
| 3M | -14.6% | 0.0% | -14.5% | -14.7% |
| 6M | -7.4% | +3.8% | -11.2% | -8.2% |
| YTD | +32.6% | +33.1% | -0.5% | +26.4% |
| 1Y | +47.3% | +35.5% | +11.8% | +40.1% |
| 3Y | +107.5% | +49.4% | +58.1% | +93.0% |
| All | +107.5% | +49.3% | +58.2% | +93.0% |
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