+292.6%
STLD vs VO
+42.6%
+250.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | +3.1% | -0.3% | +3.4% | +3.5% |
| 30D | -9.0% | -0.3% | -8.6% | -8.6% |
| 3M | -12.4% | +2.9% | -15.3% | -15.3% |
| 6M | +25.5% | +9.3% | +16.2% | +13.4% |
| YTD | +43.6% | +14.2% | +29.4% | +23.4% |
| 1Y | +87.2% | +15.3% | +71.9% | +59.3% |
| 3Y | +135.2% | +56.2% | +79.0% | +44.1% |
| All | +292.6% | +42.6% | +250.0% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling