+54.6%
BTDR vs STLD
+105.6%
-51.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.5% | +12.8% | +12.9% |
| 7D | -10.4% | -11.1% | +0.8% | -1.6% |
| 30D | -42.2% | -4.8% | -37.4% | -39.5% |
| 3M | -42.8% | -14.6% | -28.3% | -36.7% |
| 6M | -60.2% | -7.4% | -52.8% | -59.2% |
| YTD | -46.3% | +32.6% | -78.9% | -59.3% |
| 1Y | -71.7% | +47.3% | -119.0% | -80.4% |
| 3Y | +54.6% | +107.5% | -52.9% | -25.7% |
| All | +54.6% | +105.6% | -51.0% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling