+121.2%
VSH vs STLD
+804.7%
-683.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.3% | -0.5% |
| 7D | -1.6% | -4.7% | +3.1% | +1.4% |
| 30D | -21.3% | -0.9% | -20.4% | -20.3% |
| 3M | -18.9% | -11.9% | -7.0% | -13.4% |
| 6M | -21.4% | +0.9% | -22.3% | -21.8% |
| YTD | +86.8% | +40.4% | +46.4% | +58.0% |
| 1Y | +85.8% | +56.6% | +29.2% | +49.1% |
| 3Y | +30.1% | +125.5% | -95.3% | -12.3% |
| 5Y | +42.8% | +292.8% | -250.0% | -30.6% |
| 10Y | +121.2% | +787.1% | -665.9% | -34.3% |
| All | +121.2% | +804.7% | -683.5% | -34.3% |
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