+575.0%
STLD vs DBX
+19.3%
+555.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.5% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -10.4% | 0.0% | -10.4% | -10.6% |
| 3M | -10.6% | +26.1% | -36.7% | -16.7% |
| 6M | +32.7% | +29.4% | +3.3% | +21.4% |
| YTD | +42.8% | +24.4% | +18.4% | +31.8% |
| 1Y | +86.9% | +10.9% | +76.1% | +77.9% |
| 3Y | +143.8% | +24.1% | +119.7% | +118.1% |
| 5Y | +293.5% | +7.8% | +285.7% | +256.3% |
| All | +575.0% | +19.3% | +555.7% | +395.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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