+1,116.1%
STLD vs DVA
+190.1%
+926.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.3% |
| 7D | -2.8% | +2.0% | -4.8% | -3.4% |
| 30D | -10.4% | -0.4% | -10.0% | -10.3% |
| 3M | -10.6% | -7.7% | -2.9% | -9.5% |
| 6M | +32.7% | +20.0% | +12.7% | +23.5% |
| YTD | +42.8% | +61.1% | -18.3% | +20.6% |
| 1Y | +86.9% | +33.9% | +53.1% | +66.6% |
| 3Y | +143.8% | +91.5% | +52.3% | +85.2% |
| 5Y | +293.5% | +41.8% | +251.7% | +221.3% |
| All | +1,116.1% | +190.1% | +926.0% | +631.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling