+754.3%
VLO vs STLD
+802.0%
-47.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.1% |
| 7D | -0.4% | -0.5% | 0.0% | -0.3% |
| 30D | -16.6% | -0.1% | -16.5% | -16.9% |
| 3M | +12.3% | -9.2% | +21.4% | +16.2% |
| 6M | +47.8% | +1.8% | +46.1% | +43.4% |
| YTD | +126.7% | +42.1% | +84.6% | +84.1% |
| 1Y | +105.4% | +58.5% | +46.8% | +57.6% |
| 3Y | +222.0% | +128.2% | +93.8% | +98.3% |
| 5Y | +449.8% | +288.2% | +161.6% | +134.0% |
| 10Y | +754.3% | +799.8% | -45.5% | +99.7% |
| All | +754.3% | +802.0% | -47.7% | +99.7% |
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