+5,125.4%
DE vs STLD
+8,593.6%
-3,468.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | +2.3% | -0.5% | +2.7% | +2.3% |
| 30D | +9.3% | -0.1% | +9.4% | +9.1% |
| 3M | +12.2% | -9.2% | +21.4% | +15.0% |
| 6M | +18.1% | +1.8% | +16.3% | +16.1% |
| YTD | +49.8% | +42.1% | +7.6% | +31.0% |
| 1Y | +46.4% | +58.5% | -12.1% | +23.3% |
| 3Y | +92.5% | +128.2% | -35.7% | +39.2% |
| 5Y | +107.4% | +288.2% | -180.9% | +21.2% |
| 10Y | +784.1% | +799.8% | -15.7% | +266.6% |
| All | +5,125.4% | +8,593.6% | -3,468.3% | +791.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling