+107.5%
STLD vs BAH
-26.3%
+133.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.7% |
| 7D | -11.1% | -3.5% | -7.6% | -11.0% |
| 30D | -4.8% | +24.3% | -29.0% | -6.2% |
| 3M | -14.6% | +16.3% | -30.9% | -15.5% |
| 6M | -7.4% | +13.6% | -21.0% | -8.5% |
| YTD | +32.6% | +3.5% | +29.1% | +31.7% |
| 1Y | +47.3% | +2.7% | +44.6% | +46.4% |
| 3Y | +107.5% | -26.6% | +134.1% | +112.5% |
| All | +107.5% | -26.3% | +133.8% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling