-36.8%
BAX vs STLD
+868.9%
-905.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | +12.1% | -11.1% | +23.3% | +14.3% |
| 30D | +7.6% | -4.8% | +12.4% | +8.3% |
| 3M | -4.5% | -14.6% | +10.1% | -2.3% |
| 6M | +52.0% | -7.4% | +59.4% | +52.9% |
| YTD | +35.1% | +32.6% | +2.6% | +27.6% |
| 1Y | +43.7% | +47.3% | -3.6% | +33.4% |
| 3Y | -20.9% | +107.5% | -128.5% | -31.3% |
| 5Y | -63.5% | +268.8% | -332.4% | -71.5% |
| All | -36.8% | +868.9% | -905.7% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling