-33.9%
BTDR vs STLD
+299.3%
-333.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.1% | +7.8% | +9.1% |
| 7D | +7.1% | -9.7% | +16.8% | +11.5% |
| 30D | -31.4% | -4.5% | -26.8% | -29.8% |
| 3M | -39.2% | -13.1% | -26.2% | -36.5% |
| 6M | -50.9% | -2.8% | -48.2% | -50.9% |
| YTD | -41.0% | +35.3% | -76.4% | -47.0% |
| 1Y | -69.9% | +51.4% | -121.3% | -73.9% |
| 3Y | +87.3% | +117.9% | -30.7% | +53.0% |
| 5Y | -33.6% | +272.6% | -306.2% | -45.8% |
| All | -33.9% | +299.3% | -333.2% | -45.4% |
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