+293.4%
STLD vs BTG
+72.2%
+221.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.3% |
| 7D | +2.7% | +4.8% | -2.2% | +1.9% |
| 30D | -8.4% | +8.3% | -16.8% | -9.8% |
| 3M | -9.9% | +32.3% | -42.2% | -14.6% |
| 6M | +33.0% | +3.0% | +30.1% | +30.7% |
| YTD | +42.6% | +21.9% | +20.7% | +34.7% |
| 1Y | +80.8% | +28.2% | +52.6% | +66.8% |
| 3Y | +143.4% | +99.9% | +43.5% | +96.5% |
| 5Y | +293.4% | +73.6% | +219.9% | +219.1% |
| All | +293.4% | +72.2% | +221.2% | +219.1% |
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 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