+2,496.2%
STLD vs VYM
+492.8%
+2,003.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.0% |
| 7D | +3.1% | 0.0% | +3.2% | +3.2% |
| 30D | -9.0% | -0.5% | -8.4% | -8.0% |
| 3M | -12.4% | +3.0% | -15.4% | -16.2% |
| 6M | +25.5% | +8.2% | +17.3% | +11.3% |
| YTD | +43.6% | +15.8% | +27.8% | +14.3% |
| 1Y | +87.2% | +20.8% | +66.3% | +39.4% |
| 3Y | +135.2% | +65.3% | +70.0% | +6.4% |
| 5Y | +290.9% | +76.6% | +214.3% | +61.6% |
| 10Y | +1,113.5% | +203.9% | +909.5% | +111.3% |
| All | +2,496.2% | +492.8% | +2,003.4% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling