+27.4%
VSH vs STLD
+135.5%
-108.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.5% |
| 7D | +4.1% | +3.1% | +0.9% | +1.8% |
| 30D | -4.2% | -9.0% | +4.8% | +1.4% |
| 3M | -50.0% | -12.4% | -37.6% | -46.2% |
| 6M | +80.2% | +25.5% | +54.7% | +52.5% |
| YTD | +121.1% | +43.6% | +77.5% | +70.5% |
| 1Y | +112.0% | +87.2% | +24.8% | +37.5% |
| All | +27.4% | +135.5% | -108.1% | -25.9% |
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