+143.6%
VLO vs STLD
+89.3%
+54.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +5.2% | +3.1% | +2.1% | +5.0% |
| 30D | +22.6% | -9.0% | +31.6% | +22.8% |
| 3M | +43.8% | -12.4% | +56.1% | +44.6% |
| 6M | +65.7% | +25.5% | +40.2% | +65.2% |
| YTD | +131.1% | +43.6% | +87.5% | +127.7% |
| 1Y | +143.6% | +87.2% | +56.4% | +137.6% |
| All | +143.6% | +89.3% | +54.4% | +137.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling