+31.8%
BA vs STLD
+868.9%
-837.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.3% |
| 7D | +1.1% | -11.1% | +12.2% | +6.2% |
| 30D | -7.9% | -4.8% | -3.1% | -6.4% |
| 3M | -25.3% | -14.6% | -10.8% | -20.9% |
| 6M | -24.6% | -7.4% | -17.2% | -23.4% |
| YTD | -20.1% | +32.6% | -52.7% | -31.7% |
| 1Y | -11.8% | +47.3% | -59.1% | -28.2% |
| 3Y | -10.1% | +107.5% | -117.7% | -40.1% |
| 5Y | -22.7% | +268.8% | -291.6% | -64.1% |
| All | +31.8% | +868.9% | -837.1% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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