+307.7%
VOO vs STLD
+804.7%
-497.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -1.3% |
| 7D | -0.6% | -4.7% | +4.1% | +0.6% |
| 30D | -3.6% | -0.9% | -2.7% | -3.5% |
| 3M | -2.7% | -11.9% | +9.2% | 0.0% |
| 6M | +2.2% | +0.9% | +1.3% | +1.0% |
| YTD | +10.9% | +40.4% | -29.5% | -0.2% |
| 1Y | +11.3% | +56.6% | -45.2% | -2.8% |
| 3Y | +76.9% | +125.5% | -48.6% | +36.8% |
| 5Y | +73.5% | +292.8% | -219.3% | +10.8% |
| 10Y | +307.7% | +787.1% | -479.4% | +93.0% |
| All | +307.7% | +804.7% | -497.0% | +93.0% |
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