+87.4%
BAC vs STLD
+105.6%
-18.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -1.2% | -11.1% | +9.9% | +2.1% |
| 30D | -7.7% | -4.8% | -2.9% | -6.6% |
| 3M | -21.2% | -14.6% | -6.6% | -17.9% |
| 6M | -6.8% | -7.4% | +0.6% | -5.9% |
| YTD | -8.7% | +32.6% | -41.3% | -18.5% |
| 1Y | -5.3% | +47.3% | -52.6% | -18.5% |
| 3Y | +87.4% | +107.5% | -20.1% | +35.8% |
| All | +87.4% | +105.6% | -18.2% | +35.8% |
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