+30.1%
VSH vs STLD
+124.8%
-94.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.3% | -1.2% |
| 7D | -1.6% | -4.7% | +3.1% | +2.4% |
| 30D | -21.3% | -0.9% | -20.4% | -20.0% |
| 3M | -18.9% | -11.9% | -7.0% | -11.4% |
| 6M | -21.4% | +0.9% | -22.3% | -22.5% |
| YTD | +86.8% | +40.4% | +46.4% | +45.8% |
| 1Y | +85.8% | +56.6% | +29.2% | +34.6% |
| 3Y | +30.1% | +125.5% | -95.3% | -25.5% |
| All | +30.1% | +124.8% | -94.6% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling