+127.4%
BP vs STLD
+761.4%
-634.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -11.6% | -11.1% | -0.5% | -8.0% |
| 30D | 0.0% | -4.8% | +4.8% | +1.5% |
| 3M | +6.7% | -14.6% | +21.3% | +11.8% |
| 6M | +2.2% | -7.4% | +9.6% | +3.1% |
| YTD | +33.0% | +32.6% | +0.4% | +16.6% |
| 1Y | +30.7% | +47.3% | -16.6% | +10.0% |
| 3Y | +44.2% | +107.5% | -63.4% | +2.2% |
| 5Y | +105.1% | +268.8% | -163.7% | +6.5% |
| All | +127.4% | +761.4% | -634.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling