+72.2%
BTI vs STLD
+1,092.9%
-1,020.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.4% | -2.8% | +0.4% | -2.0% |
| 30D | -4.8% | -10.4% | +5.6% | -3.4% |
| 3M | -8.1% | -10.6% | +2.5% | -6.9% |
| 6M | -4.2% | +32.7% | -36.9% | -8.7% |
| YTD | -1.3% | +42.8% | -44.1% | -7.1% |
| 1Y | +2.1% | +86.9% | -84.8% | -8.0% |
| 3Y | +108.9% | +143.8% | -34.9% | +75.9% |
| 5Y | +114.5% | +293.5% | -179.0% | +59.7% |
| 10Y | +72.2% | +1,122.7% | -1,050.4% | +1.9% |
| All | +72.2% | +1,092.9% | -1,020.6% | +1.9% |
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