+199.0%
VLO vs STLD
+105.6%
+93.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | -13.3% | -11.1% | -2.2% | -10.2% |
| 30D | -18.3% | -4.8% | -13.5% | -17.3% |
| 3M | +14.3% | -14.6% | +28.9% | +19.4% |
| 6M | +47.6% | -7.4% | +55.0% | +49.1% |
| YTD | +116.0% | +32.6% | +83.4% | +88.5% |
| 1Y | +101.0% | +47.3% | +53.7% | +67.4% |
| 3Y | +199.0% | +107.5% | +91.5% | +105.4% |
| All | +199.0% | +105.6% | +93.4% | +105.4% |
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