-0.9%
BA vs STLD
+292.4%
-293.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +1.2% | +3.1% | -2.0% | +0.1% |
| 30D | -11.6% | -9.0% | -2.6% | -9.1% |
| 3M | -2.4% | -12.4% | +10.0% | +1.3% |
| 6M | -6.6% | +25.5% | -32.1% | -14.1% |
| YTD | -2.2% | +43.6% | -45.9% | -14.5% |
| 1Y | -8.0% | +87.2% | -95.2% | -26.7% |
| 3Y | -5.0% | +135.2% | -140.2% | -31.7% |
| All | -0.9% | +292.4% | -293.3% | -42.0% |
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