+315.1%
BAX vs STLD
+7,971.8%
-7,656.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.6% | +4.4% | -2.2% |
| 7D | +9.1% | -12.5% | +21.6% | +11.0% |
| 30D | +5.3% | -6.8% | +12.1% | +6.1% |
| 3M | -6.1% | -16.4% | +10.3% | -4.2% |
| 6M | +53.3% | -6.1% | +59.4% | +53.7% |
| YTD | +34.4% | +32.0% | +2.4% | +28.9% |
| 1Y | +43.2% | +45.5% | -2.3% | +35.6% |
| 3Y | -20.1% | +106.5% | -126.6% | -28.3% |
| 5Y | -63.7% | +267.2% | -330.9% | -70.2% |
| 10Y | -36.3% | +878.9% | -915.2% | -55.4% |
| All | +315.1% | +7,971.8% | -7,656.7% | +97.4% |
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