+846.1%
BX vs STLD
+1,511.8%
-665.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | +1.8% | -11.1% | +12.9% | +7.0% |
| 30D | +7.9% | -4.8% | +12.7% | +9.7% |
| 3M | -9.6% | -14.6% | +5.0% | -4.4% |
| 6M | -2.3% | -7.4% | +5.1% | -0.9% |
| YTD | -19.3% | +32.6% | -51.8% | -30.7% |
| 1Y | -13.2% | +47.3% | -60.6% | -28.9% |
| 3Y | +33.8% | +107.5% | -73.8% | -7.9% |
| 5Y | 0.0% | +268.8% | -268.8% | -48.8% |
| 10Y | +685.4% | +883.3% | -197.9% | +126.3% |
| All | +846.1% | +1,511.8% | -665.7% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling