+26.7%
BTDR vs STLD
+320.7%
-294.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +2.6% |
| 7D | +22.4% | +2.7% | +19.8% | +21.2% |
| 30D | +16.5% | -8.4% | +24.9% | +19.2% |
| 3M | -31.5% | -9.9% | -21.6% | -29.8% |
| 6M | +74.0% | +33.0% | +41.0% | +55.9% |
| YTD | +13.0% | +42.6% | -29.6% | -0.6% |
| 1Y | -0.2% | +80.8% | -81.0% | -18.5% |
| 3Y | +9.9% | +143.4% | -133.5% | -12.0% |
| 5Y | +28.1% | +293.4% | -265.3% | +2.3% |
| All | +26.7% | +320.7% | -294.0% | +2.5% |
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