+122.3%
STLD vs VIG
+67.2%
+55.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.3% |
| 7D | +2.9% | +3.5% | -0.6% | -2.1% |
| 30D | -5.6% | +4.9% | -10.5% | -12.1% |
| 3M | -11.7% | +2.5% | -14.2% | -14.9% |
| 6M | -2.8% | +11.0% | -13.8% | -16.7% |
| YTD | +36.4% | +16.0% | +20.5% | +10.0% |
| 1Y | +50.0% | +17.5% | +32.5% | +18.5% |
| 3Y | +122.3% | +67.0% | +55.3% | +10.0% |
| All | +122.3% | +67.2% | +55.1% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling