-16.6%
BX vs STLD
+89.3%
-105.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -4.4% | +3.1% | -7.5% | -5.2% |
| 30D | +0.1% | -9.0% | +9.1% | +2.3% |
| 3M | +16.0% | -12.4% | +28.4% | +19.9% |
| 6M | +21.6% | +25.5% | -3.9% | +12.8% |
| YTD | -8.9% | +43.6% | -52.5% | -18.8% |
| 1Y | -16.6% | +87.2% | -103.8% | -30.8% |
| All | -16.6% | +89.3% | -105.9% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling