+23.3%
BA vs STLD
+761.4%
-738.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.4% |
| 7D | -1.1% | +2.9% | -4.0% | -2.4% |
| 30D | -7.1% | -5.6% | -1.6% | -5.3% |
| 3M | -25.5% | -11.7% | -13.8% | -22.3% |
| 6M | -28.7% | -2.8% | -25.9% | -29.2% |
| YTD | -21.0% | +36.4% | -57.5% | -33.3% |
| 1Y | -11.9% | +50.0% | -61.9% | -28.9% |
| 3Y | -16.2% | +122.3% | -138.5% | -46.0% |
| 5Y | -22.4% | +273.2% | -295.6% | -64.2% |
| All | +23.3% | +761.4% | -738.1% | -65.6% |
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