+231.9%
VLO vs STLD
+119.8%
+112.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.3% |
| 7D | +9.6% | +2.9% | +6.7% | +8.6% |
| 30D | -17.4% | -5.6% | -11.8% | -16.2% |
| 3M | +10.8% | -11.7% | +22.5% | +14.4% |
| 6M | +56.9% | -2.8% | +59.7% | +56.0% |
| YTD | +136.8% | +36.4% | +100.3% | +104.8% |
| 1Y | +120.7% | +50.0% | +70.7% | +83.0% |
| 3Y | +231.9% | +122.3% | +109.6% | +121.2% |
| All | +231.9% | +119.8% | +112.1% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling