+258.8%
STLD vs VIG
+59.0%
+199.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.0% |
| 7D | -11.1% | -1.8% | -9.3% | -8.8% |
| 30D | -4.8% | +2.7% | -7.5% | -8.3% |
| 3M | -14.6% | 0.0% | -14.5% | -14.5% |
| 6M | -7.4% | +6.8% | -14.2% | -15.4% |
| YTD | +32.6% | +12.1% | +20.5% | +13.5% |
| 1Y | +47.3% | +14.8% | +32.5% | +22.0% |
| 3Y | +107.5% | +62.4% | +45.1% | +9.0% |
| All | +258.8% | +59.0% | +199.8% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling