+1,097.8%
STLD vs VYM
+207.1%
+890.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.7% |
| 7D | -3.6% | -1.9% | -1.8% | -1.0% |
| 30D | -10.1% | -2.6% | -7.5% | -6.5% |
| 3M | -11.4% | +3.6% | -15.0% | -15.6% |
| 6M | +30.8% | +8.7% | +22.1% | +16.7% |
| YTD | +40.7% | +14.1% | +26.5% | +17.2% |
| 1Y | +80.8% | +17.8% | +63.0% | +44.0% |
| 3Y | +140.2% | +64.5% | +75.6% | +19.7% |
| 5Y | +288.5% | +77.5% | +211.0% | +77.8% |
| All | +1,097.8% | +207.1% | +890.8% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling