+25.2%
BTDR vs STLD
+292.4%
-267.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.6% | +4.5% |
| 7D | +20.0% | +3.1% | +16.8% | +18.5% |
| 30D | +11.9% | -9.0% | +20.9% | +15.0% |
| 3M | -36.9% | -12.4% | -24.6% | -34.5% |
| 6M | +56.5% | +25.5% | +31.0% | +42.5% |
| YTD | +10.4% | +43.6% | -33.2% | -3.6% |
| 1Y | +3.1% | +87.2% | -84.1% | -17.4% |
| 3Y | -2.6% | +135.2% | -137.8% | -23.1% |
| All | +25.2% | +292.4% | -267.2% | -2.0% |
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