+2,366.6%
STLD vs VYM
+498.6%
+1,868.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +2.9% | +3.7% | -0.7% | -2.9% |
| 30D | -5.6% | +3.7% | -9.2% | -10.9% |
| 3M | -11.7% | -0.7% | -11.0% | -10.6% |
| 6M | -2.8% | +7.2% | -10.0% | -12.8% |
| YTD | +36.4% | +16.9% | +19.5% | +6.9% |
| 1Y | +50.0% | +19.6% | +30.4% | +13.3% |
| 3Y | +122.3% | +74.6% | +47.7% | -7.9% |
| 5Y | +273.2% | +72.3% | +200.9% | +60.4% |
| 10Y | +763.8% | +206.5% | +557.3% | +48.0% |
| All | +2,366.6% | +498.6% | +1,868.0% | +50.1% |
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