+214.0%
SLV vs STLD
+1,105.0%
-891.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.3% | +3.1% | -3.5% | -0.8% |
| 30D | +6.7% | -9.0% | +15.7% | +8.0% |
| 3M | -10.7% | -12.4% | +1.7% | -9.2% |
| 6M | -20.6% | +25.5% | -46.1% | -23.3% |
| YTD | -7.1% | +43.6% | -50.8% | -11.7% |
| 1Y | +62.0% | +87.2% | -25.2% | +48.8% |
| 3Y | +169.8% | +135.2% | +34.6% | +138.2% |
| 5Y | +161.5% | +290.9% | -129.4% | +112.3% |
| All | +214.0% | +1,105.0% | -891.0% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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