+237.4%
VSH vs STLD
+7,971.8%
-7,734.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -7.6% | -7.2% | -11.9% |
| 7D | -25.2% | -12.5% | -12.7% | -21.0% |
| 30D | -41.8% | -6.8% | -35.0% | -39.9% |
| 3M | -33.4% | -16.4% | -17.1% | -28.6% |
| 6M | -31.0% | -6.1% | -24.9% | -29.3% |
| YTD | +53.6% | +32.0% | +21.6% | +38.6% |
| 1Y | +46.3% | +45.5% | +0.8% | +27.4% |
| 3Y | -1.0% | +106.5% | -107.5% | -24.2% |
| 5Y | +18.6% | +267.2% | -248.5% | -29.8% |
| 10Y | +91.7% | +878.9% | -787.2% | -24.9% |
| All | +237.4% | +7,971.8% | -7,734.4% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling