+293.4%
STLD vs DTE
+35.6%
+257.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +2.7% | +0.9% | +1.8% | +2.4% |
| 30D | -8.4% | -1.9% | -6.6% | -8.0% |
| 3M | -9.9% | -3.3% | -6.5% | -9.2% |
| 6M | +33.0% | -7.1% | +40.2% | +35.2% |
| YTD | +42.6% | +8.1% | +34.5% | +38.8% |
| 1Y | +80.8% | +5.3% | +75.5% | +76.9% |
| 3Y | +143.4% | +48.2% | +95.3% | +109.8% |
| 5Y | +293.4% | +33.2% | +260.2% | +249.2% |
| All | +293.4% | +35.6% | +257.8% | +249.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling