+740.9%
STLD vs DGX
+279.6%
+461.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +2.9% | +1.6% | +1.4% | +2.3% |
| 30D | -5.6% | +11.2% | -16.8% | -9.9% |
| 3M | -11.7% | +10.4% | -22.1% | -15.6% |
| 6M | -2.8% | +37.1% | -39.9% | -15.8% |
| YTD | +36.4% | +52.1% | -15.7% | +12.3% |
| 1Y | +50.0% | +40.7% | +9.3% | +27.7% |
| 3Y | +122.3% | +107.6% | +14.7% | +51.7% |
| 5Y | +273.2% | +90.6% | +182.6% | +161.6% |
| All | +740.9% | +279.6% | +461.2% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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