+24.9%
VSH vs STLD
+255.4%
-230.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.3% | +5.5% |
| 7D | -12.9% | -11.1% | -1.8% | -7.2% |
| 30D | -36.9% | -4.8% | -32.1% | -34.8% |
| 3M | -28.8% | -14.6% | -14.2% | -22.8% |
| 6M | -30.3% | -7.4% | -22.9% | -27.6% |
| YTD | +62.4% | +32.6% | +29.8% | +41.6% |
| 1Y | +62.5% | +47.3% | +15.2% | +35.0% |
| 3Y | +7.4% | +107.5% | -100.2% | -22.6% |
| All | +24.9% | +255.4% | -230.5% | -24.0% |
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