+31.1%
BA vs STLD
+864.5%
-833.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.6% | +5.0% | +0.7% |
| 7D | -0.1% | -12.5% | +12.4% | +5.7% |
| 30D | -9.1% | -6.8% | -2.3% | -6.7% |
| 3M | -28.2% | -16.4% | -11.8% | -23.2% |
| 6M | -23.1% | -6.1% | -17.0% | -22.4% |
| YTD | -20.6% | +32.0% | -52.5% | -31.9% |
| 1Y | -12.7% | +45.5% | -58.2% | -28.5% |
| 3Y | -11.6% | +106.5% | -118.1% | -40.9% |
| 5Y | -23.1% | +267.2% | -290.3% | -64.2% |
| All | +31.1% | +864.5% | -833.4% | -64.6% |
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