+680.0%
BX vs STLD
+802.0%
-122.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | -2.8% | -0.5% | -2.4% | -2.7% |
| 30D | +7.3% | -0.1% | +7.4% | +6.9% |
| 3M | -16.3% | -9.2% | -7.2% | -14.0% |
| 6M | +2.5% | +1.8% | +0.7% | 0.0% |
| YTD | -17.6% | +42.1% | -59.7% | -30.3% |
| 1Y | -12.4% | +58.5% | -70.9% | -29.2% |
| 3Y | +36.2% | +128.2% | -92.0% | -6.9% |
| 5Y | +3.0% | +288.2% | -285.2% | -44.7% |
| 10Y | +680.0% | +799.8% | -119.8% | +165.9% |
| All | +680.0% | +802.0% | -122.0% | +165.9% |
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