+782.2%
STLD vs VEU
+147.4%
+634.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | -1.4% |
| 7D | -9.7% | +0.8% | -10.4% | -10.5% |
| 30D | -4.5% | -1.6% | -2.9% | -2.6% |
| 3M | -13.1% | -4.2% | -8.9% | -8.5% |
| 6M | -2.8% | -1.5% | -1.3% | -1.7% |
| YTD | +35.3% | +11.7% | +23.6% | +16.1% |
| 1Y | +51.4% | +15.6% | +35.8% | +24.2% |
| 3Y | +117.9% | +71.7% | +46.2% | +6.2% |
| 5Y | +272.6% | +49.5% | +223.1% | +120.6% |
| 10Y | +782.2% | +145.6% | +636.5% | +210.5% |
| All | +782.2% | +147.4% | +634.8% | +210.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling