+6,994.8%
STLD vs VRSN
+7,034.5%
-39.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.7% |
| 7D | -11.1% | +0.5% | -11.6% | -11.2% |
| 30D | -4.8% | +4.9% | -9.7% | -5.8% |
| 3M | -14.6% | +5.8% | -20.4% | -15.7% |
| 6M | -7.4% | +12.6% | -20.0% | -10.2% |
| YTD | +32.6% | +28.2% | +4.3% | +24.2% |
| 1Y | +47.3% | +30.4% | +16.9% | +37.4% |
| 3Y | +107.5% | +54.6% | +53.0% | +85.4% |
| 5Y | +268.8% | +35.1% | +233.8% | +238.1% |
| 10Y | +883.3% | +294.0% | +589.3% | +620.9% |
| All | +6,994.8% | +7,034.5% | -39.7% | +3,310.3% |
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