+8,560.6%
STLD vs DGX
+8,858.2%
-297.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +3.1% | -2.3% | +5.5% | +4.1% |
| 30D | -9.0% | +0.6% | -9.5% | -9.2% |
| 3M | -12.4% | +21.4% | -33.8% | -18.8% |
| 6M | +25.5% | +14.7% | +10.8% | +18.7% |
| YTD | +43.6% | +38.4% | +5.2% | +26.1% |
| 1Y | +87.2% | +34.0% | +53.2% | +65.6% |
| 3Y | +135.2% | +92.7% | +42.5% | +77.5% |
| 5Y | +290.9% | +67.7% | +223.2% | +209.4% |
| 10Y | +1,113.5% | +248.0% | +865.4% | +614.0% |
| All | +8,560.6% | +8,858.2% | -297.7% | +2,454.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling