+547.4%
BTSG vs STLD
+104.5%
+442.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.8% |
| 7D | +6.0% | +2.9% | +3.1% | +5.0% |
| 30D | +12.4% | -5.6% | +18.0% | +14.4% |
| 3M | +18.2% | -11.7% | +30.0% | +22.7% |
| 6M | +26.0% | -2.8% | +28.8% | +25.5% |
| YTD | +90.1% | +36.4% | +53.7% | +64.5% |
| 1Y | +124.3% | +50.0% | +74.3% | +86.5% |
| All | +547.4% | +104.5% | +442.8% | +377.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling