+272.6%
STLD vs DVA
+70.6%
+202.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.6% |
| 7D | -9.7% | -0.1% | -9.6% | -9.7% |
| 30D | -4.5% | +3.5% | -8.0% | -5.4% |
| 3M | -13.1% | +1.0% | -14.0% | -13.6% |
| 6M | -2.8% | -6.6% | +3.8% | -2.6% |
| YTD | +35.3% | +63.3% | -28.0% | +19.4% |
| 1Y | +51.4% | +50.0% | +1.4% | +35.9% |
| 3Y | +117.9% | +120.1% | -2.1% | +74.3% |
| 5Y | +272.6% | +73.7% | +198.9% | +216.4% |
| All | +272.6% | +70.6% | +202.0% | +216.4% |
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 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