+292.6%
STLD vs BUD
+46.3%
+246.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +3.1% | +0.3% | +2.9% | +3.1% |
| 30D | -9.0% | -5.7% | -3.3% | -7.3% |
| 3M | -12.4% | +3.1% | -15.5% | -13.4% |
| 6M | +25.5% | +7.9% | +17.6% | +21.9% |
| YTD | +43.6% | +27.3% | +16.3% | +32.0% |
| 1Y | +87.2% | +37.8% | +49.4% | +67.4% |
| 3Y | +135.2% | +49.8% | +85.4% | +97.4% |
| All | +292.6% | +46.3% | +246.3% | +224.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling