+127.0%
BP vs STLD
+804.7%
-677.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -1.3% |
| 7D | -6.3% | -4.7% | -1.7% | -4.9% |
| 30D | -3.6% | -0.9% | -2.7% | -3.5% |
| 3M | +5.2% | -11.9% | +17.1% | +9.1% |
| 6M | +5.3% | +0.9% | +4.4% | +3.1% |
| YTD | +33.1% | +40.4% | -7.3% | +14.4% |
| 1Y | +26.3% | +56.6% | -30.3% | +4.1% |
| 3Y | +47.5% | +125.5% | -78.0% | +1.4% |
| 5Y | +106.2% | +292.8% | -186.7% | +4.7% |
| 10Y | +127.0% | +787.1% | -660.1% | -26.2% |
| All | +127.0% | +804.7% | -677.7% | -26.2% |
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