+122.3%
STLD vs DTE
+57.1%
+65.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +2.9% | +3.4% | -0.5% | +2.6% |
| 30D | -5.6% | +8.9% | -14.4% | -6.2% |
| 3M | -11.7% | +1.1% | -12.8% | -11.8% |
| 6M | -2.8% | +0.1% | -2.9% | -2.7% |
| YTD | +36.4% | +11.1% | +25.4% | +34.7% |
| 1Y | +50.0% | +4.9% | +45.1% | +48.9% |
| 3Y | +122.3% | +58.6% | +63.7% | +107.3% |
| All | +122.3% | +57.1% | +65.2% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling