-19.6%
BX vs STLD
+80.8%
-100.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.0% | +2.7% | -4.6% | -2.6% |
| 30D | -2.3% | -8.4% | +6.1% | -0.3% |
| 3M | +18.5% | -9.9% | +28.4% | +21.4% |
| 6M | +23.7% | +33.0% | -9.3% | +13.0% |
| YTD | -10.4% | +42.6% | -52.9% | -20.1% |
| 1Y | -19.6% | +80.8% | -100.3% | -33.3% |
| All | -19.6% | +80.8% | -100.4% | -33.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling