+66.5%
VSH vs STLD
+292.4%
-225.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.2% |
| 7D | +4.1% | +3.1% | +0.9% | +2.4% |
| 30D | -4.2% | -9.0% | +4.8% | -0.1% |
| 3M | -50.0% | -12.4% | -37.6% | -47.2% |
| 6M | +80.2% | +25.5% | +54.7% | +60.7% |
| YTD | +121.1% | +43.6% | +77.5% | +85.1% |
| 1Y | +112.0% | +87.2% | +24.8% | +57.7% |
| 3Y | +22.5% | +135.2% | -112.7% | -15.9% |
| All | +66.5% | +292.4% | -225.9% | -1.6% |
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