+86.9%
STLD vs BTG
+29.1%
+57.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -2.8% | +2.4% | -5.2% | -3.0% |
| 30D | -10.4% | +9.5% | -19.9% | -11.1% |
| 3M | -10.6% | +38.5% | -49.1% | -13.3% |
| 6M | +32.7% | +5.6% | +27.0% | +30.6% |
| YTD | +42.8% | +23.9% | +18.9% | +40.1% |
| 1Y | +86.9% | +32.1% | +54.8% | +89.2% |
| All | +86.9% | +29.1% | +57.9% | +89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling