+133.8%
VGT vs STLD
+292.4%
-158.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +1.0% | +3.1% | -2.1% | 0.0% |
| 30D | +1.3% | -9.0% | +10.3% | +3.8% |
| 3M | -1.1% | -12.4% | +11.2% | +2.1% |
| 6M | +32.6% | +25.5% | +7.1% | +22.4% |
| YTD | +29.0% | +43.6% | -14.6% | +13.8% |
| 1Y | +39.7% | +87.2% | -47.5% | +13.3% |
| 3Y | +120.9% | +135.2% | -14.3% | +64.1% |
| All | +133.8% | +292.4% | -158.6% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling