+80.8%
STLD vs VYM
+18.5%
+62.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.5% |
| 7D | -3.6% | -1.9% | -1.8% | -0.1% |
| 30D | -10.1% | -2.6% | -7.5% | -5.4% |
| 3M | -11.4% | +3.6% | -15.0% | -16.5% |
| 6M | +30.8% | +8.7% | +22.1% | +13.1% |
| YTD | +40.7% | +14.1% | +26.5% | +12.8% |
| 1Y | +80.8% | +17.8% | +63.0% | +37.0% |
| All | +80.8% | +18.5% | +62.3% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling