+145.5%
BTSG vs STLD
+80.8%
+64.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | +5.7% | +2.7% | +3.1% | +5.0% |
| 30D | +0.2% | -8.4% | +8.6% | +2.3% |
| 3M | +5.6% | -9.9% | +15.5% | +8.1% |
| 6M | +50.8% | +33.0% | +17.8% | +35.9% |
| YTD | +67.0% | +42.6% | +24.5% | +45.4% |
| 1Y | +145.5% | +80.8% | +64.8% | +100.1% |
| All | +145.5% | +80.8% | +64.7% | +100.1% |
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