+54.6%
VSH vs STLD
+291.0%
-236.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +8.1% |
| 7D | +12.8% | -0.5% | +13.2% | +13.7% |
| 30D | -9.0% | -0.1% | -9.0% | -8.3% |
| 3M | -12.2% | -9.2% | -3.0% | -7.6% |
| 6M | -15.9% | +1.8% | -17.7% | -16.7% |
| YTD | +103.2% | +42.1% | +61.1% | +71.1% |
| 1Y | +108.4% | +58.5% | +49.9% | +66.9% |
| 3Y | +41.6% | +128.2% | -86.7% | -2.3% |
| 5Y | +54.6% | +288.2% | -233.6% | -9.6% |
| All | +54.6% | +291.0% | -236.4% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling