-25.8%
VRSK vs STLD
+140.5%
-166.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -5.4% | -2.8% | -2.6% | -5.5% |
| 30D | -1.8% | -10.4% | +8.6% | -1.9% |
| 3M | -2.2% | -10.6% | +8.4% | -2.4% |
| 6M | -14.9% | +32.7% | -47.6% | -14.7% |
| YTD | -20.0% | +42.8% | -62.8% | -20.0% |
| 1Y | -33.1% | +86.9% | -120.1% | -33.9% |
| All | -25.8% | +140.5% | -166.4% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling