+293.5%
STLD vs DGX
+64.0%
+229.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | -2.2% | -0.6% | -2.1% |
| 30D | -10.4% | -0.9% | -9.5% | -10.2% |
| 3M | -10.6% | +15.6% | -26.2% | -14.7% |
| 6M | +32.7% | +17.8% | +14.9% | +25.7% |
| YTD | +42.8% | +37.5% | +5.3% | +28.4% |
| 1Y | +86.9% | +31.2% | +55.8% | +70.0% |
| 3Y | +143.8% | +96.6% | +47.2% | +80.8% |
| 5Y | +293.5% | +64.9% | +228.6% | +179.0% |
| All | +293.5% | +64.0% | +229.5% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling