+86.9%
STLD vs VEU
+25.0%
+61.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.8% |
| 7D | -2.8% | +0.3% | -3.1% | -3.1% |
| 30D | -10.4% | +0.7% | -11.1% | -10.9% |
| 3M | -10.6% | +4.7% | -15.3% | -14.4% |
| 6M | +32.7% | +11.6% | +21.1% | +18.9% |
| YTD | +42.8% | +16.8% | +26.0% | +19.4% |
| 1Y | +86.9% | +24.9% | +62.1% | +45.3% |
| All | +86.9% | +25.0% | +61.9% | +45.3% |
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