-14.9%
BAX vs STLD
+115.4%
-130.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.0% |
| 7D | +9.0% | -9.7% | +18.7% | +11.4% |
| 30D | +8.5% | -4.5% | +13.0% | +9.3% |
| 3M | -4.1% | -13.1% | +9.0% | -1.5% |
| 6M | +46.9% | -2.8% | +49.7% | +46.0% |
| YTD | +38.4% | +35.3% | +3.1% | +25.8% |
| 1Y | +47.0% | +51.4% | -4.4% | +30.1% |
| 3Y | -14.9% | +117.9% | -132.9% | -30.1% |
| All | -14.9% | +115.4% | -130.3% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling