+239.8%
SLV vs STLD
+2,166.7%
-1,926.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.6% | +7.1% | +0.8% |
| 7D | -0.7% | -12.5% | +11.7% | +1.4% |
| 30D | -15.4% | -6.8% | -8.5% | -14.5% |
| 3M | -16.3% | -16.4% | +0.1% | -14.1% |
| 6M | -28.8% | -6.1% | -22.7% | -28.4% |
| YTD | -27.1% | +32.0% | -59.1% | -30.7% |
| 1Y | +7.5% | +45.5% | -38.0% | +0.7% |
| 3Y | +121.2% | +106.5% | +14.7% | +92.6% |
| 5Y | +110.0% | +267.2% | -157.2% | +61.9% |
| 10Y | +168.8% | +878.9% | -710.1% | +64.6% |
| All | +239.8% | +2,166.7% | -1,926.9% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling