+793.6%
STLD vs BTG
+336.6%
+457.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.5% | -0.3% |
| 7D | +6.9% | -5.9% | +12.7% | +7.5% |
| 30D | -1.5% | -5.0% | +3.5% | -1.2% |
| 3M | -9.7% | -4.5% | -5.2% | -9.6% |
| 6M | +2.3% | -7.0% | +9.3% | +2.2% |
| YTD | +41.0% | +11.4% | +29.7% | +36.8% |
| 1Y | +51.8% | +20.1% | +31.7% | +45.9% |
| 3Y | +126.4% | +81.5% | +44.9% | +102.9% |
| 5Y | +285.7% | +32.1% | +253.6% | +254.2% |
| 10Y | +792.7% | +166.4% | +626.3% | +614.9% |
| All | +793.6% | +336.6% | +457.1% | +461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling