+1,097.8%
STLD vs DVA
+187.5%
+910.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -3.6% | -0.2% | -3.5% | -3.6% |
| 30D | -10.1% | +1.7% | -11.8% | -10.5% |
| 3M | -11.4% | -8.7% | -2.8% | -10.1% |
| 6M | +30.8% | +19.7% | +11.2% | +21.9% |
| YTD | +40.7% | +59.6% | -18.9% | +19.1% |
| 1Y | +80.8% | +37.1% | +43.7% | +60.0% |
| 3Y | +140.2% | +89.8% | +50.4% | +82.9% |
| 5Y | +288.5% | +47.4% | +241.1% | +212.2% |
| All | +1,097.8% | +187.5% | +910.4% | +622.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DVA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling