+106.9%
SLV vs STLD
+255.4%
-148.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +5.1% | -11.1% | +16.2% | +7.0% |
| 30D | -12.9% | -4.8% | -8.1% | -12.3% |
| 3M | -16.1% | -14.6% | -1.5% | -14.1% |
| 6M | -33.2% | -7.4% | -25.8% | -32.6% |
| YTD | -27.2% | +32.6% | -59.8% | -30.4% |
| 1Y | +7.6% | +47.3% | -39.7% | +1.6% |
| 3Y | +122.3% | +107.5% | +14.8% | +97.8% |
| All | +106.9% | +255.4% | -148.5% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling