+62.5%
VSH vs STLD
+45.5%
+17.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.3% | +5.4% |
| 7D | -12.9% | -11.1% | -1.8% | -4.7% |
| 30D | -36.9% | -4.8% | -32.1% | -33.8% |
| 3M | -28.8% | -14.6% | -14.2% | -20.1% |
| 6M | -30.3% | -7.4% | -22.9% | -27.7% |
| YTD | +62.4% | +32.6% | +29.8% | +24.7% |
| 1Y | +62.5% | +47.3% | +15.2% | +10.1% |
| All | +62.5% | +45.5% | +17.1% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling