+769.0%
STLD vs DTE
+151.2%
+617.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +6.9% | +3.2% | +3.6% | +5.2% |
| 30D | -1.5% | +8.5% | -9.9% | -5.4% |
| 3M | -9.7% | +1.3% | -11.0% | -10.4% |
| 6M | +2.3% | -0.7% | +3.0% | +2.2% |
| YTD | +41.0% | +10.6% | +30.4% | +32.3% |
| 1Y | +51.8% | +2.6% | +49.2% | +48.1% |
| 3Y | +126.4% | +56.5% | +69.9% | +69.9% |
| 5Y | +285.7% | +46.7% | +239.0% | +194.2% |
| All | +769.0% | +151.2% | +617.9% | +469.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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