+402.8%
VUG vs STLD
+761.4%
-358.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.1% |
| 7D | +2.5% | +2.9% | -0.4% | +1.7% |
| 30D | -6.3% | -5.6% | -0.7% | -5.0% |
| 3M | -6.0% | -11.7% | +5.7% | -3.4% |
| 6M | -3.5% | -2.8% | -0.8% | -3.9% |
| YTD | +3.9% | +36.4% | -32.5% | -5.8% |
| 1Y | +5.1% | +50.0% | -44.9% | -7.1% |
| 3Y | +77.9% | +122.3% | -44.4% | +38.7% |
| 5Y | +62.4% | +273.2% | -210.8% | +7.2% |
| All | +402.8% | +761.4% | -358.6% | +149.4% |
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