+27.6%
BX vs STLD
+292.4%
-264.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.4% |
| 7D | -4.4% | +3.1% | -7.5% | -5.7% |
| 30D | +0.1% | -9.0% | +9.1% | +3.6% |
| 3M | +16.0% | -12.4% | +28.4% | +21.6% |
| 6M | +21.6% | +25.5% | -3.9% | +8.6% |
| YTD | -8.9% | +43.6% | -52.5% | -23.8% |
| 1Y | -16.6% | +87.2% | -103.8% | -38.5% |
| 3Y | +43.3% | +135.2% | -91.9% | -6.3% |
| All | +27.6% | +292.4% | -264.8% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling