+402.0%
VNQ vs STLD
+3,865.0%
-3,463.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -1.0% | -0.5% | -0.6% | -1.0% |
| 30D | +6.2% | -0.1% | +6.3% | +5.9% |
| 3M | +1.5% | -9.2% | +10.7% | +3.7% |
| 6M | +2.1% | +1.8% | +0.4% | +0.1% |
| YTD | +12.8% | +42.1% | -29.4% | -0.9% |
| 1Y | +10.4% | +58.5% | -48.1% | -6.3% |
| 3Y | +44.4% | +128.2% | -83.8% | +5.5% |
| 5Y | +7.4% | +288.2% | -280.8% | -36.9% |
| 10Y | +84.0% | +799.8% | -715.8% | -27.3% |
| All | +402.0% | +3,865.0% | -3,463.0% | -0.4% |
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