+433.9%
BTSG vs STLD
+113.3%
+320.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.1% |
| 7D | -3.3% | -0.9% | -2.4% | -3.0% |
| 30D | -1.6% | -8.9% | +7.3% | +1.4% |
| 3M | -6.9% | -14.0% | +7.1% | -2.4% |
| 6M | +42.1% | +30.8% | +11.3% | +26.6% |
| YTD | +56.8% | +42.3% | +14.6% | +34.3% |
| 1Y | +109.8% | +81.1% | +28.7% | +62.7% |
| All | +433.9% | +113.3% | +320.7% | +289.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling