+143.4%
STLD vs DTE
+48.7%
+94.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +2.7% | +0.9% | +1.8% | +2.6% |
| 30D | -8.4% | -1.9% | -6.6% | -8.3% |
| 3M | -9.9% | -3.3% | -6.5% | -9.5% |
| 6M | +33.0% | -7.1% | +40.2% | +34.0% |
| YTD | +42.6% | +8.1% | +34.5% | +40.7% |
| 1Y | +80.8% | +5.3% | +75.5% | +78.7% |
| 3Y | +143.4% | +48.2% | +95.3% | +122.0% |
| All | +143.4% | +48.7% | +94.7% | +122.0% |
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