-22.1%
BA vs STLD
+255.4%
-277.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | +1.1% | -11.1% | +12.2% | +4.9% |
| 30D | -7.9% | -4.8% | -3.1% | -6.8% |
| 3M | -25.3% | -14.6% | -10.8% | -22.0% |
| 6M | -24.6% | -7.4% | -17.2% | -23.7% |
| YTD | -20.1% | +32.6% | -52.7% | -29.0% |
| 1Y | -11.8% | +47.3% | -59.1% | -24.4% |
| 3Y | -10.1% | +107.5% | -117.7% | -33.7% |
| All | -22.1% | +255.4% | -277.5% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling