+705.2%
VRSK vs STLD
+2,120.9%
-1,415.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.2% |
| 7D | +1.6% | +2.9% | -1.4% | +1.1% |
| 30D | +15.1% | -5.6% | +20.6% | +15.8% |
| 3M | +12.1% | -11.7% | +23.8% | +13.5% |
| 6M | +29.4% | -2.8% | +32.2% | +28.7% |
| YTD | -6.4% | +36.4% | -42.8% | -12.4% |
| 1Y | -3.6% | +50.0% | -53.6% | -11.3% |
| 3Y | -10.9% | +122.3% | -133.2% | -25.3% |
| 5Y | -0.5% | +273.2% | -273.7% | -26.3% |
| 10Y | +163.7% | +763.8% | -600.2% | +53.6% |
| All | +705.2% | +2,120.9% | -1,415.7% | +264.4% |
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