+617.9%
VRSK vs STLD
+2,237.6%
-1,619.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | -3.1% | +3.1% | -6.3% | -3.6% |
| 30D | -1.6% | -9.0% | +7.4% | -0.4% |
| 3M | +3.5% | -12.4% | +15.9% | +5.1% |
| 6M | -13.4% | +25.5% | -38.9% | -17.2% |
| YTD | -16.5% | +43.6% | -60.1% | -22.2% |
| 1Y | -30.6% | +87.2% | -117.8% | -38.4% |
| 3Y | -21.9% | +135.2% | -157.1% | -34.9% |
| 5Y | -6.3% | +290.9% | -297.2% | -31.0% |
| 10Y | +133.1% | +1,113.5% | -980.4% | +28.5% |
| All | +617.9% | +2,237.6% | -1,619.7% | +223.7% |
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