+120.6%
VLO vs STLD
+59.7%
+60.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.0% | -2.7% | -5.6% |
| 7D | -6.0% | -3.9% | -2.0% | -5.8% |
| 30D | -12.9% | -0.4% | -12.5% | -12.8% |
| 3M | +18.3% | -9.2% | +27.5% | +18.4% |
| 6M | +46.4% | +5.0% | +41.5% | +47.0% |
| YTD | +127.7% | +42.8% | +84.9% | +125.5% |
| 1Y | +120.6% | +60.1% | +60.5% | +117.1% |
| All | +120.6% | +59.7% | +60.9% | +117.1% |
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