+6,568.7%
STLD vs VO
+822.0%
+5,746.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | -4.7% | -0.2% | -4.5% | -4.3% |
| 30D | -0.9% | +0.5% | -1.4% | -1.7% |
| 3M | -11.9% | -1.1% | -10.8% | -10.4% |
| 6M | +0.9% | +6.4% | -5.5% | -8.2% |
| YTD | +40.4% | +13.5% | +26.9% | +15.8% |
| 1Y | +56.6% | +13.6% | +43.0% | +29.0% |
| 3Y | +125.5% | +65.2% | +60.3% | +4.6% |
| 5Y | +292.8% | +37.7% | +255.1% | +136.9% |
| 10Y | +787.1% | +198.4% | +588.7% | +52.9% |
| All | +6,568.7% | +822.0% | +5,746.7% | +100.3% |
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 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