+1,111.5%
STLD vs BTG
+159.3%
+952.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -0.9% | -3.8% | +2.8% | -0.6% |
| 30D | -8.9% | +3.6% | -12.5% | -9.3% |
| 3M | -14.0% | +32.0% | -46.0% | -16.9% |
| 6M | +30.8% | +3.4% | +27.5% | +29.2% |
| YTD | +42.3% | +20.8% | +21.5% | +37.7% |
| 1Y | +81.1% | +22.4% | +58.7% | +73.9% |
| 3Y | +149.2% | +91.7% | +57.5% | +124.4% |
| 5Y | +292.9% | +79.0% | +213.9% | +254.0% |
| All | +1,111.5% | +159.3% | +952.3% | +1,007.1% |
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