+288.2%
STLD vs BAH
+8.7%
+279.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -0.5% | -1.6% | +1.1% | -0.2% |
| 30D | -0.1% | +18.0% | -18.1% | -3.0% |
| 3M | -9.2% | +11.4% | -20.6% | -11.1% |
| 6M | +1.8% | +17.7% | -15.9% | -1.7% |
| YTD | +42.1% | +5.4% | +36.8% | +38.8% |
| 1Y | +58.5% | +2.8% | +55.8% | +55.4% |
| 3Y | +128.2% | -26.7% | +154.9% | +129.7% |
| 5Y | +288.2% | +8.1% | +280.2% | +213.2% |
| All | +288.2% | +8.7% | +279.5% | +213.2% |
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