+272.6%
STLD vs VEU
+49.1%
+223.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | -0.9% |
| 7D | -9.7% | +0.8% | -10.4% | -10.3% |
| 30D | -4.5% | -1.6% | -2.9% | -2.8% |
| 3M | -13.1% | -4.2% | -8.9% | -9.1% |
| 6M | -2.8% | -1.5% | -1.3% | -1.7% |
| YTD | +35.3% | +11.7% | +23.6% | +18.6% |
| 1Y | +51.4% | +15.6% | +35.8% | +27.6% |
| 3Y | +117.9% | +71.7% | +46.2% | +16.7% |
| 5Y | +272.6% | +49.5% | +223.1% | +135.1% |
| All | +272.6% | +49.1% | +223.5% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling