+56.6%
STLD vs VEU
+13.9%
+42.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.4% | +4.3% |
| 7D | -4.7% | +0.5% | -5.2% | -4.9% |
| 30D | -0.9% | -2.3% | +1.3% | +1.1% |
| 3M | -11.9% | -4.4% | -7.5% | -8.5% |
| 6M | +0.9% | -2.2% | +3.1% | +2.4% |
| YTD | +40.4% | +10.9% | +29.5% | +22.0% |
| 1Y | +56.6% | +13.4% | +43.2% | +32.6% |
| All | +56.6% | +13.9% | +42.7% | +32.6% |
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