+240.2%
DIA vs STLD
+868.9%
-628.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.9% | -11.1% | +10.2% | +2.1% |
| 30D | +0.3% | -4.8% | +5.0% | +1.4% |
| 3M | -4.5% | -14.6% | +10.0% | -1.0% |
| 6M | +3.4% | -7.4% | +10.8% | +4.4% |
| YTD | +7.8% | +32.6% | -24.8% | -1.8% |
| 1Y | +10.7% | +47.3% | -36.6% | -2.0% |
| 3Y | +57.5% | +107.5% | -50.0% | +23.7% |
| 5Y | +53.7% | +268.8% | -215.1% | -2.5% |
| All | +240.2% | +868.9% | -628.7% | +50.5% |
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