+396.3%
VUG vs STLD
+779.4%
-383.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.2% |
| 7D | +0.5% | -9.7% | +10.2% | +3.1% |
| 30D | -8.2% | -4.5% | -3.6% | -7.1% |
| 3M | -5.4% | -13.1% | +7.6% | -2.4% |
| 6M | -2.5% | -2.8% | +0.2% | -2.8% |
| YTD | +4.2% | +35.3% | -31.1% | -5.3% |
| 1Y | +5.0% | +51.4% | -46.3% | -7.4% |
| 3Y | +81.7% | +117.9% | -36.2% | +42.6% |
| 5Y | +62.5% | +272.6% | -210.1% | +7.5% |
| 10Y | +396.3% | +782.2% | -385.9% | +148.0% |
| All | +396.3% | +779.4% | -383.1% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling