+710.1%
BX vs STLD
+779.4%
-69.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.0% |
| 7D | +3.3% | -9.7% | +12.9% | +7.3% |
| 30D | +9.6% | -4.5% | +14.1% | +11.2% |
| 3M | -8.7% | -13.1% | +4.4% | -4.5% |
| 6M | +2.2% | -2.8% | +5.0% | +1.6% |
| YTD | -16.2% | +35.3% | -51.5% | -27.8% |
| 1Y | -11.5% | +51.4% | -62.9% | -27.2% |
| 3Y | +41.0% | +117.9% | -76.9% | -1.9% |
| 5Y | +1.1% | +272.6% | -271.5% | -44.9% |
| 10Y | +710.1% | +782.2% | -72.1% | +180.2% |
| All | +710.1% | +779.4% | -69.3% | +180.2% |
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