+852.9%
DE vs STLD
+1,072.4%
-219.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.7% | +2.7% | -2.0% | -0.3% |
| 30D | +9.6% | -8.4% | +18.1% | +13.0% |
| 3M | +19.0% | -9.9% | +28.8% | +22.9% |
| 6M | +16.1% | +33.0% | -17.0% | +2.6% |
| YTD | +47.0% | +42.6% | +4.4% | +26.1% |
| 1Y | +43.1% | +80.8% | -37.6% | +11.2% |
| 3Y | +77.5% | +143.4% | -65.9% | +17.5% |
| 5Y | +96.4% | +293.4% | -197.1% | +0.7% |
| 10Y | +852.9% | +1,080.4% | -227.5% | +207.4% |
| All | +852.9% | +1,072.4% | -219.5% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling