+258.8%
STLD vs BAH
+8.3%
+250.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.2% |
| 7D | -11.1% | -3.5% | -7.6% | -10.6% |
| 30D | -4.8% | +24.3% | -29.0% | -8.5% |
| 3M | -14.6% | +16.3% | -30.9% | -17.1% |
| 6M | -7.4% | +13.6% | -21.0% | -10.1% |
| YTD | +32.6% | +3.5% | +29.1% | +29.8% |
| 1Y | +47.3% | +2.7% | +44.6% | +44.2% |
| 3Y | +107.5% | -26.6% | +134.1% | +107.6% |
| All | +258.8% | +8.3% | +250.5% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling