+292.8%
STLD vs BTG
+43.7%
+249.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.5% | +10.3% | +4.8% |
| 7D | -4.7% | +13.0% | -17.6% | -6.7% |
| 30D | -0.9% | +1.1% | -2.1% | -1.5% |
| 3M | -11.9% | +5.3% | -17.2% | -13.2% |
| 6M | +0.9% | +1.1% | -0.2% | -0.5% |
| YTD | +40.4% | +19.2% | +21.2% | +32.4% |
| 1Y | +56.6% | +31.5% | +25.1% | +44.8% |
| 3Y | +125.5% | +94.3% | +31.2% | +81.9% |
| 5Y | +292.8% | +41.8% | +251.0% | +213.6% |
| All | +292.8% | +43.7% | +249.1% | +213.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling