Doping with natural steroids can be detected by evaluating the urinary concentrations and ratios of several endogenous steroids. Since these biomarkers of steroid doping are known to present large inter-individual variations, monitoring of individual steroid profiles over time allows switching from population-based towards subject-based reference ranges for improved detection. In an Athlete Biological Passport (ABP), biomarkers data are collated throughout the athlete's sporting career and individual thresholds defined adaptively. For now, this approach has been validated on a limited number of markers of steroid doping, such as the testosterone (T) over epitestosterone (E) ratio to detect T misuse in athletes. Additional markers are required for other endogenous steroids like dihydrotestosterone (DHT) and dehydroepiandrosterone (DHEA). By combining comprehensive steroid profiles composed of 24 steroid concentrations with Bayesian inference techniques for longitudinal profiling, a selection was made for the detection of DHT and DHEA misuse. The biomarkers found were rated according to relative response, parameter stability, discriminative power, and maximal detection time. This analysis revealed DHT/E, DHT/5β-androstane-3α,17β-diol and 5α-androstane-3α,17β-diol/5β-androstane-3α,17β-diol as best biomarkers for DHT administration and DHEA/E, 16α-hydroxydehydroepiandrosterone/E, 7β-hydroxydehydroepiandrosterone/E and 5β-androstane-3α,17β-diol/5α-androstane-3α,17β-diol for DHEA. The selected biomarkers were found suitable for individual referencing. A drastic overall increase in sensitivity was obtained. The use of multiple markers as formalized in an Athlete Steroidal Passport (ASP) can provide firm evidence of doping with endogenous steroids.