+87.2%
STLD vs VEU
+28.8%
+58.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.1% |
| 7D | +3.1% | +1.1% | +2.0% | +2.2% |
| 30D | -9.0% | +2.2% | -11.2% | -10.6% |
| 3M | -12.4% | +3.0% | -15.4% | -14.7% |
| 6M | +25.5% | +10.9% | +14.6% | +13.3% |
| YTD | +43.6% | +18.2% | +25.4% | +18.8% |
| 1Y | +87.2% | +28.3% | +58.9% | +38.3% |
| All | +87.2% | +28.8% | +58.4% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling