+117.9%
STLD vs DVA
+118.6%
-0.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.4% |
| 7D | -9.7% | -0.1% | -9.6% | -9.7% |
| 30D | -4.5% | +3.5% | -8.0% | -5.1% |
| 3M | -13.1% | +1.0% | -14.0% | -13.4% |
| 6M | -2.8% | -6.6% | +3.8% | -2.8% |
| YTD | +35.3% | +63.3% | -28.0% | +23.1% |
| 1Y | +51.4% | +50.0% | +1.4% | +39.4% |
| 3Y | +117.9% | +120.1% | -2.1% | +97.4% |
| All | +117.9% | +118.6% | -0.7% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling