+128.7%
BTI vs STLD
+790.2%
-661.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.2% | +6.9% | -10.1% | -4.2% |
| 30D | +9.7% | -1.5% | +11.1% | +9.8% |
| 3M | +11.1% | -9.7% | +20.7% | +12.3% |
| 6M | -1.2% | +2.3% | -3.5% | -2.3% |
| YTD | +12.7% | +41.0% | -28.4% | +5.7% |
| 1Y | +15.8% | +51.8% | -36.0% | +7.4% |
| 3Y | +148.9% | +126.4% | +22.5% | +111.0% |
| 5Y | +151.9% | +285.7% | -133.8% | +86.4% |
| All | +128.7% | +790.2% | -661.5% | +36.7% |
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 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