+150.1%
STLD vs VYM
+64.8%
+85.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | -2.8% | -1.0% | -1.8% | -1.3% |
| 30D | -10.4% | -2.0% | -8.4% | -7.4% |
| 3M | -10.6% | +3.1% | -13.6% | -14.3% |
| 6M | +32.7% | +8.9% | +23.8% | +17.5% |
| YTD | +42.8% | +14.7% | +28.1% | +17.5% |
| 1Y | +86.9% | +19.4% | +67.5% | +45.4% |
| All | +150.1% | +64.8% | +85.3% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling