+2,267.4%
VGT vs STLD
+6,909.8%
-4,642.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +1.0% | +3.1% | -2.1% | +0.1% |
| 30D | +1.3% | -9.0% | +10.3% | +3.6% |
| 3M | -1.1% | -12.4% | +11.2% | +1.7% |
| 6M | +32.6% | +25.5% | +7.1% | +23.8% |
| YTD | +29.0% | +43.6% | -14.6% | +15.8% |
| 1Y | +39.7% | +87.2% | -47.5% | +16.6% |
| 3Y | +120.9% | +135.2% | -14.3% | +70.8% |
| 5Y | +133.6% | +290.9% | -157.3% | +53.2% |
| 10Y | +792.6% | +1,113.5% | -320.9% | +303.7% |
| All | +2,267.4% | +6,909.8% | -4,642.4% | +495.6% |
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