+2,077.7%
STLD vs BAH
+886.2%
+1,191.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.2% |
| 7D | +3.1% | -3.2% | +6.4% | +4.1% |
| 30D | -9.0% | +2.0% | -11.0% | -9.8% |
| 3M | -12.4% | -7.6% | -4.7% | -10.7% |
| 6M | +25.5% | -5.7% | +31.2% | +25.8% |
| YTD | +43.6% | -11.7% | +55.3% | +45.4% |
| 1Y | +87.2% | -27.4% | +114.6% | +100.6% |
| 3Y | +135.2% | -32.5% | +167.8% | +146.1% |
| 5Y | +290.9% | -3.3% | +294.2% | +251.3% |
| 10Y | +1,113.5% | +186.0% | +927.5% | +617.5% |
| All | +2,077.7% | +886.2% | +1,191.4% | +612.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling