+1,836.3%
STLD vs VEU
+192.1%
+1,644.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.4% |
| 7D | +3.1% | +1.1% | +2.0% | +1.5% |
| 30D | -9.0% | +2.2% | -11.2% | -11.7% |
| 3M | -12.4% | +3.0% | -15.4% | -16.6% |
| 6M | +25.5% | +10.9% | +14.6% | +7.6% |
| YTD | +43.6% | +18.2% | +25.4% | +12.3% |
| 1Y | +87.2% | +28.3% | +58.9% | +30.6% |
| 3Y | +135.2% | +74.6% | +60.6% | +5.5% |
| 5Y | +290.9% | +56.4% | +234.5% | +105.4% |
| 10Y | +1,113.5% | +153.0% | +960.4% | +232.5% |
| All | +1,836.3% | +192.1% | +1,644.2% | +382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling