+468.7%
BTSG vs STLD
+113.7%
+355.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | +5.7% | +2.7% | +3.1% | +4.8% |
| 30D | +0.2% | -8.4% | +8.6% | +3.0% |
| 3M | +5.6% | -9.9% | +15.5% | +8.8% |
| 6M | +50.8% | +33.0% | +17.8% | +33.5% |
| YTD | +67.0% | +42.6% | +24.5% | +42.9% |
| 1Y | +145.5% | +80.8% | +64.8% | +90.4% |
| All | +468.7% | +113.7% | +355.0% | +314.3% |
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