+743.6%
VLO vs STLD
+779.4%
-35.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.0% |
| 7D | -6.5% | -9.7% | +3.2% | -2.0% |
| 30D | -17.8% | -4.5% | -13.2% | -16.3% |
| 3M | +19.6% | -13.1% | +32.7% | +26.4% |
| 6M | +49.3% | -2.8% | +52.0% | +47.9% |
| YTD | +122.4% | +35.3% | +87.1% | +84.7% |
| 1Y | +107.4% | +51.4% | +56.1% | +62.7% |
| 3Y | +223.1% | +117.9% | +105.1% | +103.3% |
| 5Y | +432.2% | +272.6% | +159.6% | +130.8% |
| 10Y | +743.6% | +782.2% | -38.5% | +94.8% |
| All | +743.6% | +779.4% | -35.7% | +94.8% |
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