+293.4%
STLD vs DVA
+38.1%
+255.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +2.7% | +2.2% | +0.4% | +2.3% |
| 30D | -8.4% | -2.0% | -6.4% | -8.1% |
| 3M | -9.9% | -6.3% | -3.6% | -9.4% |
| 6M | +33.0% | +19.4% | +13.6% | +26.7% |
| YTD | +42.6% | +58.5% | -15.9% | +27.2% |
| 1Y | +80.8% | +33.9% | +46.9% | +66.8% |
| 3Y | +143.4% | +88.4% | +55.0% | +102.5% |
| 5Y | +293.4% | +39.5% | +253.9% | +244.1% |
| All | +293.4% | +38.1% | +255.3% | +244.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling