+789.9%
STLD vs BTG
+367.4%
+422.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.5% | +10.3% | +4.5% |
| 7D | -4.7% | +13.0% | -17.6% | -6.1% |
| 30D | -0.9% | +1.1% | -2.1% | -1.3% |
| 3M | -11.9% | +5.3% | -17.2% | -12.8% |
| 6M | +0.9% | +1.1% | -0.2% | -0.2% |
| YTD | +40.4% | +19.2% | +21.2% | +35.2% |
| 1Y | +56.6% | +31.5% | +25.1% | +48.9% |
| 3Y | +125.5% | +94.3% | +31.2% | +100.6% |
| 5Y | +292.8% | +41.8% | +251.0% | +257.9% |
| 10Y | +787.1% | +162.9% | +624.2% | +611.7% |
| All | +789.9% | +367.4% | +422.5% | +455.0% |
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