+319.5%
BAC vs STLD
+7,971.8%
-7,652.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.6% | +4.0% | -0.9% |
| 7D | -2.7% | -12.5% | +9.8% | +2.0% |
| 30D | -8.0% | -6.8% | -1.2% | -5.8% |
| 3M | -20.9% | -16.4% | -4.6% | -16.2% |
| 6M | -5.4% | -6.1% | +0.8% | -4.6% |
| YTD | -8.1% | +32.0% | -40.0% | -18.8% |
| 1Y | -3.1% | +45.5% | -48.6% | -17.6% |
| 3Y | +88.1% | +106.5% | -18.4% | +36.6% |
| 5Y | +19.7% | +267.2% | -247.4% | -33.1% |
| 10Y | +275.9% | +878.9% | -603.0% | +39.0% |
| All | +319.5% | +7,971.8% | -7,652.3% | -29.4% |
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