+143.4%
STLD vs BTG
+101.2%
+42.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.4% |
| 7D | +2.7% | +4.8% | -2.2% | +2.2% |
| 30D | -8.4% | +8.3% | -16.8% | -9.3% |
| 3M | -9.9% | +32.3% | -42.2% | -12.9% |
| 6M | +33.0% | +3.0% | +30.1% | +31.4% |
| YTD | +42.6% | +21.9% | +20.7% | +37.8% |
| 1Y | +80.8% | +28.2% | +52.6% | +71.6% |
| 3Y | +143.4% | +99.9% | +43.5% | +117.2% |
| All | +143.4% | +101.2% | +42.2% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling