+740.9%
STLD vs BAH
+198.8%
+542.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.2% |
| 7D | +2.9% | +1.7% | +1.2% | +2.5% |
| 30D | -5.6% | +20.8% | -26.3% | -10.3% |
| 3M | -11.7% | +11.6% | -23.3% | -14.8% |
| 6M | -2.8% | +23.1% | -25.9% | -9.0% |
| YTD | +36.4% | +5.3% | +31.2% | +31.1% |
| 1Y | +50.0% | +6.1% | +43.9% | +43.4% |
| 3Y | +122.3% | -27.5% | +149.8% | +128.4% |
| 5Y | +273.2% | +6.2% | +267.0% | +221.9% |
| All | +740.9% | +198.8% | +542.1% | +393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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