+386.0%
BP vs STLD
+8,684.3%
-8,298.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +3.9% | +3.1% | +0.8% | +3.0% |
| 30D | +7.6% | -9.0% | +16.6% | +9.9% |
| 3M | +0.7% | -12.4% | +13.1% | +3.5% |
| 6M | +15.5% | +25.5% | -10.0% | +7.1% |
| YTD | +30.8% | +43.6% | -12.8% | +16.9% |
| 1Y | +34.3% | +87.2% | -52.9% | +11.3% |
| 3Y | +35.1% | +135.2% | -100.2% | +2.9% |
| 5Y | +126.8% | +290.9% | -164.0% | +45.7% |
| 10Y | +123.4% | +1,113.5% | -990.1% | +3.0% |
| All | +386.0% | +8,684.3% | -8,298.3% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling