-6.7%
BTI vs STLD
+22.5%
-29.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -1.4% | +3.1% | -4.5% | -1.5% |
| 30D | -6.6% | -9.0% | +2.4% | -6.0% |
| 3M | -3.0% | -12.4% | +9.4% | -2.0% |
| 6M | -6.7% | +25.5% | -32.2% | -10.7% |
| All | -6.7% | +22.5% | -29.2% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling