+510.5%
BTSG vs STLD
+98.7%
+411.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +0.4% | -11.1% | +11.5% | +4.4% |
| 30D | +5.3% | -4.8% | +10.0% | +6.8% |
| 3M | +10.8% | -14.6% | +25.4% | +16.2% |
| 6M | +27.3% | -7.4% | +34.7% | +28.9% |
| YTD | +79.3% | +32.6% | +46.7% | +56.6% |
| 1Y | +106.0% | +47.3% | +58.7% | +72.2% |
| All | +510.5% | +98.7% | +411.7% | +354.2% |
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