+233.0%
BAC vs STLD
+802.0%
-569.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -7.2% | -0.1% | -7.1% | -7.5% |
| 3M | -20.4% | -9.2% | -11.3% | -17.9% |
| 6M | +1.3% | +1.8% | -0.5% | -1.3% |
| YTD | -6.4% | +42.1% | -48.5% | -22.0% |
| 1Y | -3.5% | +58.5% | -62.0% | -23.5% |
| 3Y | +96.7% | +128.2% | -31.5% | +26.9% |
| 5Y | +20.6% | +288.2% | -267.6% | -44.5% |
| 10Y | +233.0% | +799.8% | -566.8% | -14.1% |
| All | +233.0% | +802.0% | -569.0% | -14.1% |
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