+318.0%
BAX vs STLD
+8,684.3%
-8,366.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | -1.1% | +3.1% | -4.3% | -1.6% |
| 30D | -5.5% | -9.0% | +3.5% | -4.4% |
| 3M | +33.5% | -12.4% | +45.9% | +35.4% |
| 6M | +35.9% | +25.5% | +10.4% | +31.5% |
| YTD | +35.4% | +43.6% | -8.3% | +28.6% |
| 1Y | +9.8% | +87.2% | -77.4% | +0.8% |
| 3Y | -32.7% | +135.2% | -168.0% | -40.5% |
| 5Y | -65.6% | +290.9% | -356.4% | -71.9% |
| 10Y | -34.9% | +1,113.5% | -1,148.4% | -55.5% |
| All | +318.0% | +8,684.3% | -8,366.3% | +97.0% |
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 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