+2,020.8%
VGT vs STLD
+6,370.4%
-4,349.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -7.2% | -11.1% | +3.9% | -4.3% |
| 30D | -16.1% | -4.8% | -11.3% | -15.0% |
| 3M | -9.2% | -14.6% | +5.4% | -5.7% |
| 6M | -0.7% | -7.4% | +6.7% | +0.4% |
| YTD | +15.6% | +32.6% | -17.0% | +5.8% |
| 1Y | +14.4% | +47.3% | -33.0% | +1.8% |
| 3Y | +105.2% | +107.5% | -2.3% | +64.0% |
| 5Y | +100.0% | +268.8% | -168.8% | +33.6% |
| 10Y | +712.1% | +883.3% | -171.2% | +287.9% |
| All | +2,020.8% | +6,370.4% | -4,349.7% | +444.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling