+123.5%
VRSK vs STLD
+1,117.5%
-994.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -7.7% | -3.6% | -4.1% | -7.2% |
| 30D | -2.8% | -10.1% | +7.3% | -1.5% |
| 3M | -3.7% | -11.4% | +7.7% | -2.4% |
| 6M | -12.8% | +30.8% | -43.6% | -17.0% |
| YTD | -21.0% | +40.7% | -61.6% | -26.0% |
| 1Y | -32.5% | +80.8% | -113.2% | -39.5% |
| 3Y | -26.5% | +140.2% | -166.7% | -39.0% |
| 5Y | -11.5% | +288.5% | -300.0% | -35.4% |
| All | +123.5% | +1,117.5% | -994.0% | +20.0% |
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