+2,055.2%
STLD vs BAH
+1,077.1%
+978.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.5% | -1.6% | +1.1% | -0.1% |
| 30D | -0.1% | +18.0% | -18.1% | -5.2% |
| 3M | -9.2% | +11.4% | -20.6% | -12.7% |
| 6M | +1.8% | +17.7% | -15.9% | -4.5% |
| YTD | +42.1% | +5.4% | +36.8% | +35.7% |
| 1Y | +58.5% | +2.8% | +55.8% | +52.1% |
| 3Y | +128.2% | -26.7% | +154.9% | +133.8% |
| 5Y | +288.2% | +8.1% | +280.2% | +238.0% |
| 10Y | +799.8% | +202.5% | +597.3% | +424.1% |
| All | +2,055.2% | +1,077.1% | +978.1% | +565.4% |
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