+111.1%
VSH vs STLD
+761.4%
-650.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -2.6% |
| 7D | +14.3% | +2.9% | +11.4% | +12.9% |
| 30D | -7.9% | -5.6% | -2.3% | -4.3% |
| 3M | -19.9% | -11.7% | -8.1% | -14.4% |
| 6M | -30.5% | -2.8% | -27.7% | -29.6% |
| YTD | +85.7% | +36.4% | +49.2% | +59.5% |
| 1Y | +98.9% | +50.0% | +48.9% | +63.4% |
| 3Y | +32.1% | +122.3% | -90.2% | -10.2% |
| 5Y | +39.7% | +273.2% | -233.5% | -30.3% |
| All | +111.1% | +761.4% | -650.3% | -35.6% |
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