+6,720.1%
STLD vs VO
+827.2%
+5,892.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.3% |
| 7D | +3.1% | -0.3% | +3.4% | +3.5% |
| 30D | -9.0% | -0.3% | -8.6% | -8.5% |
| 3M | -12.4% | +2.9% | -15.3% | -16.2% |
| 6M | +25.5% | +9.3% | +16.2% | +9.8% |
| YTD | +43.6% | +14.2% | +29.4% | +17.5% |
| 1Y | +87.2% | +15.3% | +71.9% | +51.1% |
| 3Y | +135.2% | +56.2% | +79.0% | +18.9% |
| 5Y | +290.9% | +42.4% | +248.4% | +123.7% |
| 10Y | +1,113.5% | +194.7% | +918.7% | +114.0% |
| All | +6,720.1% | +827.2% | +5,892.9% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling