+7,586.3%
STLD vs VRSN
+6,651.0%
+935.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +3.1% | +0.1% | +3.1% | +3.1% |
| 30D | -9.0% | -0.2% | -8.8% | -9.0% |
| 3M | -12.4% | -0.3% | -12.1% | -12.6% |
| 6M | +25.5% | +23.0% | +2.5% | +19.2% |
| YTD | +43.6% | +21.3% | +22.3% | +36.3% |
| 1Y | +87.2% | +6.7% | +80.5% | +82.4% |
| 3Y | +135.2% | +45.0% | +90.3% | +113.1% |
| 5Y | +290.9% | +35.0% | +255.8% | +258.5% |
| 10Y | +1,113.5% | +276.3% | +837.1% | +798.5% |
| All | +7,586.3% | +6,651.0% | +935.2% | +3,642.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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