+71.4%
BAC vs STLD
+292.4%
-221.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +1.1% | +3.1% | -2.1% | +0.1% |
| 30D | -0.4% | -9.0% | +8.6% | +2.2% |
| 3M | +16.9% | -12.4% | +29.3% | +21.0% |
| 6M | +26.6% | +25.5% | +1.1% | +16.5% |
| YTD | +15.8% | +43.6% | -27.8% | +1.7% |
| 1Y | +27.2% | +87.2% | -60.0% | +1.9% |
| 3Y | +132.4% | +135.2% | -2.8% | +69.6% |
| All | +71.4% | +292.4% | -221.0% | +5.0% |
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 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