+88.7%
BAC vs STLD
+104.7%
-16.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.6% | +4.0% | -1.5% |
| 7D | -2.7% | -12.5% | +9.8% | +1.0% |
| 30D | -8.0% | -6.8% | -1.2% | -6.3% |
| 3M | -20.9% | -16.4% | -4.6% | -17.1% |
| 6M | -5.4% | -6.1% | +0.8% | -4.8% |
| YTD | -8.1% | +32.0% | -40.0% | -17.9% |
| 1Y | -3.1% | +45.5% | -48.6% | -16.3% |
| All | +88.7% | +104.7% | -16.0% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling