+740.9%
STLD vs BTG
+164.8%
+576.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +2.9% | -9.1% | +12.0% | +3.8% |
| 30D | -5.6% | -1.6% | -4.0% | -5.6% |
| 3M | -11.7% | -2.8% | -8.9% | -11.8% |
| 6M | -2.8% | -7.6% | +4.8% | -2.8% |
| YTD | +36.4% | +10.2% | +26.2% | +32.9% |
| 1Y | +50.0% | +21.3% | +28.7% | +44.6% |
| 3Y | +122.3% | +82.7% | +39.6% | +100.8% |
| 5Y | +273.2% | +30.8% | +242.4% | +242.3% |
| All | +740.9% | +164.8% | +576.1% | +678.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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