+84.1%
VNQ vs STLD
+791.2%
-707.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.0% |
| 7D | +2.2% | -4.7% | +6.8% | +3.1% |
| 30D | +7.1% | -0.9% | +8.0% | +7.1% |
| 3M | +0.8% | -11.9% | +12.7% | +3.1% |
| 6M | +2.2% | +0.9% | +1.3% | +1.0% |
| YTD | +12.8% | +40.4% | -27.6% | +3.1% |
| 1Y | +11.7% | +56.6% | -44.8% | -0.5% |
| 3Y | +44.5% | +125.5% | -81.0% | +15.2% |
| 5Y | +7.6% | +292.8% | -285.2% | -27.4% |
| All | +84.1% | +791.2% | -707.1% | -11.5% |
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