+385.7%
VSH vs STLD
+8,684.3%
-8,298.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.0% |
| 7D | +4.1% | +3.1% | +0.9% | +2.8% |
| 30D | -4.2% | -9.0% | +4.8% | -1.0% |
| 3M | -50.0% | -12.4% | -37.6% | -47.8% |
| 6M | +80.2% | +25.5% | +54.7% | +65.0% |
| YTD | +121.1% | +43.6% | +77.5% | +92.3% |
| 1Y | +112.0% | +87.2% | +24.8% | +67.1% |
| 3Y | +22.5% | +135.2% | -112.7% | -11.4% |
| 5Y | +64.0% | +290.9% | -226.8% | -6.1% |
| 10Y | +170.4% | +1,113.5% | -943.1% | -2.5% |
| All | +385.7% | +8,684.3% | -8,298.6% | -33.8% |
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