+392.5%
VNQ vs STLD
+3,906.3%
-3,513.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.2% |
| 7D | -1.3% | +3.1% | -4.4% | -2.2% |
| 30D | -2.9% | -9.0% | +6.1% | -0.5% |
| 3M | +0.8% | -12.4% | +13.2% | +4.0% |
| 6M | +2.5% | +25.5% | -23.0% | -5.7% |
| YTD | +10.6% | +43.6% | -33.0% | -2.7% |
| 1Y | +9.1% | +87.2% | -78.1% | -12.0% |
| 3Y | +31.0% | +135.2% | -104.2% | -4.9% |
| 5Y | +4.9% | +290.9% | -286.0% | -38.5% |
| 10Y | +59.5% | +1,113.5% | -1,054.0% | -43.2% |
| All | +392.5% | +3,906.3% | -3,513.8% | -2.2% |
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