+277.1%
STLD vs VO
+36.2%
+240.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.3% |
| 7D | +2.9% | +3.1% | -0.2% | -0.7% |
| 30D | -5.6% | +2.2% | -7.8% | -7.9% |
| 3M | -11.7% | -2.5% | -9.2% | -9.0% |
| 6M | -2.8% | +7.0% | -9.7% | -10.0% |
| YTD | +36.4% | +14.0% | +22.5% | +17.5% |
| 1Y | +50.0% | +15.6% | +34.4% | +27.1% |
| 3Y | +122.3% | +66.2% | +56.1% | +27.4% |
| All | +277.1% | +36.2% | +240.9% | +147.3% |
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