+886.2%
STLD vs VT
+356.1%
+530.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.3% | -1.6% | +2.0% | +2.8% |
| 30D | +6.8% | -2.5% | +9.2% | +10.8% |
| 3M | -3.9% | -1.3% | -2.6% | -2.1% |
| 6M | +8.5% | +3.1% | +5.4% | +3.0% |
| YTD | +47.3% | +10.9% | +36.4% | +25.1% |
| 1Y | +60.5% | +12.1% | +48.4% | +34.2% |
| 3Y | +130.5% | +73.9% | +56.6% | -0.8% |
| 5Y | +319.1% | +58.0% | +261.1% | +108.7% |
| 10Y | +1,000.5% | +225.5% | +775.1% | +81.7% |
| All | +886.2% | +356.1% | +530.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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