+16,157.8%
VLO vs STLD
+7,971.8%
+8,186.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.6% | +3.7% | -1.2% |
| 7D | -8.7% | -12.5% | +3.8% | -4.3% |
| 30D | -16.2% | -6.8% | -9.4% | -14.3% |
| 3M | +16.2% | -16.4% | +32.5% | +23.0% |
| 6M | +39.8% | -6.1% | +45.9% | +40.7% |
| YTD | +119.0% | +32.0% | +87.0% | +92.9% |
| 1Y | +110.8% | +45.5% | +65.3% | +79.0% |
| 3Y | +201.7% | +106.5% | +95.2% | +121.2% |
| 5Y | +426.2% | +267.2% | +159.0% | +199.9% |
| 10Y | +790.3% | +878.9% | -88.6% | +248.6% |
| All | +16,157.8% | +7,971.8% | +8,186.0% | +3,133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling