+2,307.4%
STLD vs BUD
+201.1%
+2,106.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +3.1% | +0.3% | +2.9% | +3.0% |
| 30D | -9.0% | -5.7% | -3.3% | -6.3% |
| 3M | -12.4% | +3.1% | -15.5% | -14.2% |
| 6M | +25.5% | +7.9% | +17.6% | +19.5% |
| YTD | +43.6% | +27.3% | +16.3% | +24.9% |
| 1Y | +87.2% | +37.8% | +49.4% | +55.5% |
| 3Y | +135.2% | +49.8% | +85.4% | +78.8% |
| 5Y | +290.9% | +43.8% | +247.0% | +195.8% |
| 10Y | +1,113.5% | -22.6% | +1,136.1% | +1,103.2% |
| All | +2,307.4% | +201.1% | +2,106.3% | +858.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling