+2,168.9%
STLD vs VIG
+623.5%
+1,545.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -0.8% |
| 7D | +3.1% | -0.4% | +3.6% | +3.9% |
| 30D | -9.0% | -1.0% | -8.0% | -7.4% |
| 3M | -12.4% | +2.8% | -15.1% | -16.3% |
| 6M | +25.5% | +8.2% | +17.3% | +10.3% |
| YTD | +43.6% | +11.0% | +32.6% | +20.8% |
| 1Y | +87.2% | +16.1% | +71.0% | +46.1% |
| 3Y | +135.2% | +56.2% | +79.1% | +11.1% |
| 5Y | +290.9% | +63.0% | +227.9% | +71.6% |
| 10Y | +1,113.5% | +241.4% | +872.0% | +36.1% |
| All | +2,168.9% | +623.5% | +1,545.4% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling