+113.7%
SLV vs STLD
+269.6%
-155.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.4% |
| 7D | +5.6% | -9.7% | +15.3% | +7.3% |
| 30D | -12.1% | -4.5% | -7.6% | -11.5% |
| 3M | -16.3% | -13.1% | -3.2% | -14.6% |
| 6M | -34.1% | -2.8% | -31.3% | -34.0% |
| YTD | -25.3% | +35.3% | -60.6% | -28.8% |
| 1Y | +9.6% | +51.4% | -41.8% | +3.0% |
| 3Y | +132.7% | +117.9% | +14.7% | +105.7% |
| 5Y | +113.7% | +272.6% | -158.9% | +74.2% |
| All | +113.7% | +269.6% | -155.9% | +74.2% |
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