+1,994.3%
STLD vs VIG
+630.3%
+1,364.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.1% |
| 7D | -11.1% | -1.8% | -9.3% | -8.4% |
| 30D | -4.8% | +2.7% | -7.5% | -9.1% |
| 3M | -14.6% | 0.0% | -14.5% | -14.6% |
| 6M | -7.4% | +6.8% | -14.2% | -17.2% |
| YTD | +32.6% | +12.1% | +20.5% | +9.6% |
| 1Y | +47.3% | +14.8% | +32.5% | +16.8% |
| 3Y | +107.5% | +62.4% | +45.1% | -8.5% |
| 5Y | +268.8% | +59.6% | +209.3% | +67.9% |
| 10Y | +883.3% | +261.5% | +621.8% | -1.2% |
| All | +1,994.3% | +630.3% | +1,364.0% | -42.5% |
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