+8,153.7%
STLD vs DTE
+1,702.5%
+6,451.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +3.1% | +0.2% | +3.0% | +3.1% |
| 30D | -9.0% | -2.6% | -6.4% | -7.7% |
| 3M | -12.4% | -3.9% | -8.5% | -10.6% |
| 6M | +25.5% | -7.9% | +33.4% | +30.7% |
| YTD | +43.6% | +7.2% | +36.4% | +36.3% |
| 1Y | +87.2% | +3.1% | +84.1% | +81.2% |
| 3Y | +135.2% | +47.6% | +87.7% | +78.0% |
| 5Y | +290.9% | +32.7% | +258.1% | +209.7% |
| 10Y | +1,113.5% | +138.8% | +974.7% | +537.7% |
| All | +8,153.7% | +1,702.5% | +6,451.2% | +1,426.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling