+80.8%
STLD vs DGX
+29.3%
+51.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.4% |
| 7D | -3.6% | -3.5% | -0.2% | -3.4% |
| 30D | -10.1% | -2.7% | -7.4% | -9.9% |
| 3M | -11.4% | +13.9% | -25.3% | -12.0% |
| 6M | +30.8% | +16.0% | +14.8% | +29.4% |
| YTD | +40.7% | +34.9% | +5.7% | +42.9% |
| 1Y | +80.8% | +30.6% | +50.2% | +81.7% |
| All | +80.8% | +29.3% | +51.5% | +81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling