+63.9%
VNQ vs STLD
+1,092.9%
-1,028.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.9% | -2.8% | +1.9% | -0.3% |
| 30D | -2.2% | -10.4% | +8.2% | -0.2% |
| 3M | -1.9% | -10.6% | +8.6% | -0.1% |
| 6M | +3.2% | +32.7% | -29.5% | -3.8% |
| YTD | +9.4% | +42.8% | -33.4% | 0.0% |
| 1Y | +7.5% | +86.9% | -79.4% | -7.8% |
| 3Y | +31.1% | +143.8% | -112.7% | +3.2% |
| 5Y | +6.6% | +293.5% | -286.9% | -27.7% |
| 10Y | +63.9% | +1,122.7% | -1,058.7% | -23.8% |
| All | +63.9% | +1,092.9% | -1,028.9% | -23.8% |
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