+0.4%
BX vs STLD
+255.4%
-255.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | +1.8% | -11.1% | +12.9% | +6.6% |
| 30D | +7.9% | -4.8% | +12.7% | +9.6% |
| 3M | -9.6% | -14.6% | +5.0% | -4.6% |
| 6M | -2.3% | -7.4% | +5.1% | -1.0% |
| YTD | -19.3% | +32.6% | -51.8% | -30.9% |
| 1Y | -13.2% | +47.3% | -60.6% | -29.3% |
| 3Y | +33.8% | +107.5% | -73.8% | -8.9% |
| All | +0.4% | +255.4% | -255.0% | -48.8% |
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 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