+428.4%
BAC vs STLD
+8,684.3%
-8,255.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +1.1% | +3.1% | -2.1% | -0.1% |
| 30D | -0.4% | -9.0% | +8.6% | +2.7% |
| 3M | +16.9% | -12.4% | +29.3% | +21.7% |
| 6M | +26.6% | +25.5% | +1.1% | +14.9% |
| YTD | +15.8% | +43.6% | -27.8% | -0.5% |
| 1Y | +27.2% | +87.2% | -60.0% | -1.5% |
| 3Y | +132.4% | +135.2% | -2.8% | +61.1% |
| 5Y | +72.6% | +290.9% | -218.3% | -5.8% |
| 10Y | +389.7% | +1,113.5% | -723.7% | +68.1% |
| All | +428.4% | +8,684.3% | -8,255.9% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling