+6,195.3%
STLD vs VO
+797.8%
+5,397.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | -11.1% | -2.6% | -8.6% | -7.4% |
| 30D | -4.8% | -0.9% | -3.8% | -3.4% |
| 3M | -14.6% | -3.0% | -11.5% | -10.5% |
| 6M | -7.4% | +2.2% | -9.6% | -10.4% |
| YTD | +32.6% | +10.6% | +22.0% | +13.9% |
| 1Y | +47.3% | +12.5% | +34.8% | +23.1% |
| 3Y | +107.5% | +61.4% | +46.2% | -0.2% |
| 5Y | +268.8% | +33.4% | +235.4% | +133.7% |
| 10Y | +883.3% | +201.5% | +681.8% | +66.0% |
| All | +6,195.3% | +797.8% | +5,397.5% | +97.0% |
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