+769.0%
STLD vs VIG
+262.6%
+506.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +6.9% | +3.1% | +3.8% | +2.5% |
| 30D | -1.5% | +5.0% | -6.5% | -8.0% |
| 3M | -9.7% | +2.7% | -12.4% | -12.9% |
| 6M | +2.3% | +11.0% | -8.6% | -11.2% |
| YTD | +41.0% | +16.0% | +25.1% | +15.6% |
| 1Y | +51.8% | +16.3% | +35.6% | +24.0% |
| 3Y | +126.4% | +66.8% | +59.6% | +14.7% |
| 5Y | +285.7% | +64.8% | +220.9% | +101.4% |
| All | +769.0% | +262.6% | +506.4% | +78.9% |
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