+432.7%
VLO vs STLD
+289.0%
+143.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -2.9% |
| 7D | -9.5% | -4.7% | -4.9% | -8.2% |
| 30D | -19.1% | -0.9% | -18.2% | -19.1% |
| 3M | +11.4% | -11.9% | +23.2% | +15.2% |
| 6M | +46.7% | +0.9% | +45.8% | +44.3% |
| YTD | +118.6% | +40.4% | +78.2% | +89.6% |
| 1Y | +99.9% | +56.6% | +43.3% | +66.3% |
| 3Y | +210.5% | +125.5% | +85.0% | +122.5% |
| 5Y | +432.7% | +292.8% | +139.8% | +223.3% |
| All | +432.7% | +289.0% | +143.7% | +223.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling