+214.5%
BAC vs STLD
+790.2%
-575.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.5% | +6.9% | -5.3% | -1.3% |
| 30D | -6.4% | -1.5% | -4.9% | -6.1% |
| 3M | -21.7% | -9.7% | -12.0% | -18.9% |
| 6M | +0.5% | +2.3% | -1.8% | -2.3% |
| YTD | -6.7% | +41.0% | -47.7% | -22.0% |
| 1Y | -4.7% | +51.8% | -56.5% | -22.9% |
| 3Y | +96.1% | +126.4% | -30.3% | +27.0% |
| 5Y | +21.7% | +285.7% | -264.0% | -43.7% |
| All | +214.5% | +790.2% | -575.8% | -16.4% |
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