+790.3%
VLO vs STLD
+761.4%
+28.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.8% |
| 7D | +9.6% | +2.9% | +6.7% | +8.1% |
| 30D | -17.4% | -5.6% | -11.8% | -15.6% |
| 3M | +10.8% | -11.7% | +22.5% | +16.1% |
| 6M | +56.9% | -2.8% | +59.7% | +55.4% |
| YTD | +136.8% | +36.4% | +100.3% | +95.7% |
| 1Y | +120.7% | +50.0% | +70.7% | +73.8% |
| 3Y | +231.9% | +122.3% | +109.6% | +106.6% |
| 5Y | +479.0% | +273.2% | +205.8% | +150.6% |
| All | +790.3% | +761.4% | +28.9% | +114.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling