+1,122.7%
STLD vs DTE
+136.5%
+986.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.6% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -10.4% | -0.5% | -9.9% | -10.2% |
| 3M | -10.6% | -6.0% | -4.6% | -8.0% |
| 6M | +32.7% | -7.2% | +39.9% | +36.9% |
| YTD | +42.8% | +7.2% | +35.6% | +36.4% |
| 1Y | +86.9% | +4.1% | +82.9% | +80.8% |
| 3Y | +143.8% | +46.9% | +96.9% | +89.9% |
| 5Y | +293.5% | +32.9% | +260.6% | +219.5% |
| 10Y | +1,122.7% | +144.5% | +978.2% | +668.5% |
| All | +1,122.7% | +136.5% | +986.2% | +668.5% |
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