+716.4%
VGT vs STLD
+779.4%
-63.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.6% |
| 7D | -1.6% | -9.7% | +8.0% | +1.3% |
| 30D | -12.5% | -4.5% | -8.0% | -11.3% |
| 3M | -7.7% | -13.1% | +5.4% | -4.3% |
| 6M | -0.2% | -2.8% | +2.6% | -0.3% |
| YTD | +19.3% | +35.3% | -16.1% | +7.4% |
| 1Y | +18.2% | +51.4% | -33.2% | +2.9% |
| 3Y | +109.6% | +117.9% | -8.3% | +60.9% |
| 5Y | +105.5% | +272.6% | -167.1% | +30.7% |
| 10Y | +716.4% | +782.2% | -65.8% | +290.5% |
| All | +716.4% | +779.4% | -63.0% | +290.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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