+1,129.1%
DIA vs STLD
+8,209.5%
-7,080.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.2% | +3.1% | -3.3% | -0.9% |
| 30D | -1.5% | -9.0% | +7.5% | +0.3% |
| 3M | +3.8% | -12.4% | +16.1% | +6.2% |
| 6M | +10.3% | +25.5% | -15.2% | +4.2% |
| YTD | +12.1% | +43.6% | -31.5% | +2.6% |
| 1Y | +18.6% | +87.2% | -68.5% | +2.3% |
| 3Y | +60.6% | +135.2% | -74.6% | +29.4% |
| 5Y | +64.4% | +290.9% | -226.5% | +15.1% |
| 10Y | +250.1% | +1,113.5% | -863.4% | +82.4% |
| All | +1,129.1% | +8,209.5% | -7,080.4% | +234.9% |
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