-39.6%
BTDR vs STLD
+255.4%
-295.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.5% | +12.8% | +13.1% |
| 7D | -10.4% | -11.1% | +0.8% | -5.9% |
| 30D | -42.2% | -4.8% | -37.4% | -40.7% |
| 3M | -42.8% | -14.6% | -28.3% | -39.7% |
| 6M | -60.2% | -7.4% | -52.8% | -59.4% |
| YTD | -46.3% | +32.6% | -78.9% | -51.9% |
| 1Y | -71.7% | +47.3% | -119.0% | -75.5% |
| 3Y | +54.6% | +107.5% | -52.9% | +24.8% |
| All | -39.6% | +255.4% | -295.0% | -51.4% |
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 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