+18.0%
BAC vs STLD
+255.4%
-237.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -1.2% | -11.1% | +9.9% | +2.3% |
| 30D | -7.7% | -4.8% | -2.9% | -6.5% |
| 3M | -21.2% | -14.6% | -6.6% | -17.8% |
| 6M | -6.8% | -7.4% | +0.6% | -5.8% |
| YTD | -8.7% | +32.6% | -41.3% | -18.2% |
| 1Y | -5.3% | +47.3% | -52.6% | -18.1% |
| 3Y | +87.4% | +107.5% | -20.1% | +41.5% |
| All | +18.0% | +255.4% | -237.4% | -27.1% |
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 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