+171.1%
SLV vs STLD
+868.9%
-697.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +5.1% | -11.1% | +16.2% | +6.7% |
| 30D | -12.9% | -4.8% | -8.1% | -12.4% |
| 3M | -16.1% | -14.6% | -1.5% | -14.4% |
| 6M | -33.2% | -7.4% | -25.8% | -32.7% |
| YTD | -27.2% | +32.6% | -59.8% | -30.1% |
| 1Y | +7.6% | +47.3% | -39.7% | +2.1% |
| 3Y | +122.3% | +107.5% | +14.8% | +99.7% |
| 5Y | +109.7% | +268.8% | -159.1% | +72.2% |
| All | +171.1% | +868.9% | -697.8% | +94.5% |
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