+1,081.8%
DIA vs STLD
+7,570.1%
-6,488.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.9% | -11.1% | +10.2% | +1.5% |
| 30D | +0.3% | -4.8% | +5.0% | +1.2% |
| 3M | -4.5% | -14.6% | +10.0% | -1.6% |
| 6M | +3.4% | -7.4% | +10.8% | +4.2% |
| YTD | +7.8% | +32.6% | -24.8% | +0.1% |
| 1Y | +10.7% | +47.3% | -36.6% | +0.5% |
| 3Y | +57.5% | +107.5% | -50.0% | +30.3% |
| 5Y | +53.7% | +268.8% | -215.1% | +9.0% |
| 10Y | +247.2% | +883.3% | -636.1% | +88.7% |
| All | +1,081.8% | +7,570.1% | -6,488.3% | +226.9% |
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