+58.5%
STLD vs VO
+15.0%
+43.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | -0.4% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -0.1% | +2.0% | -2.1% | -2.4% |
| 3M | -9.2% | -0.3% | -8.9% | -8.5% |
| 6M | +1.8% | +7.3% | -5.5% | -6.9% |
| YTD | +42.1% | +15.0% | +27.2% | +18.8% |
| 1Y | +58.5% | +14.7% | +43.8% | +32.8% |
| All | +58.5% | +15.0% | +43.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling