+152.1%
BTSG vs STLD
+89.3%
+62.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +2.7% | +3.1% | -0.4% | +1.9% |
| 30D | -3.6% | -9.0% | +5.4% | -1.4% |
| 3M | +5.8% | -12.4% | +18.2% | +9.1% |
| 6M | +44.7% | +25.5% | +19.2% | +32.7% |
| YTD | +62.2% | +43.6% | +18.5% | +41.4% |
| 1Y | +152.1% | +87.2% | +64.9% | +107.1% |
| All | +152.1% | +89.3% | +62.8% | +107.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling