-65.8%
BAX vs STLD
+292.4%
-358.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -1.1% | +3.1% | -4.3% | -1.7% |
| 30D | -5.5% | -9.0% | +3.5% | -4.0% |
| 3M | +33.5% | -12.4% | +45.9% | +36.3% |
| 6M | +35.9% | +25.5% | +10.4% | +29.0% |
| YTD | +35.4% | +43.6% | -8.3% | +25.4% |
| 1Y | +9.8% | +87.2% | -77.4% | -2.9% |
| 3Y | -32.7% | +135.2% | -168.0% | -43.1% |
| All | -65.8% | +292.4% | -358.2% | -73.0% |
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