+782.2%
STLD vs VIG
+267.0%
+515.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | -1.2% |
| 7D | -9.7% | +0.4% | -10.1% | -10.2% |
| 30D | -4.5% | +4.3% | -8.8% | -10.0% |
| 3M | -13.1% | +2.0% | -15.1% | -15.5% |
| 6M | -2.8% | +10.2% | -12.9% | -14.9% |
| YTD | +35.3% | +14.8% | +20.6% | +12.5% |
| 1Y | +51.4% | +17.5% | +33.9% | +21.9% |
| 3Y | +117.9% | +67.4% | +50.5% | +9.8% |
| 5Y | +272.6% | +63.4% | +209.2% | +96.8% |
| 10Y | +782.2% | +259.9% | +522.3% | +79.3% |
| All | +782.2% | +267.0% | +515.2% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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