+1,155.8%
VUG vs STLD
+6,370.4%
-5,214.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | -3.4% | -11.1% | +7.7% | -0.6% |
| 30D | -11.1% | -4.8% | -6.3% | -10.1% |
| 3M | -7.2% | -14.6% | +7.3% | -4.0% |
| 6M | -4.1% | -7.4% | +3.3% | -3.2% |
| YTD | +1.4% | +32.6% | -31.2% | -6.9% |
| 1Y | +1.9% | +47.3% | -45.4% | -9.0% |
| 3Y | +77.7% | +107.5% | -29.8% | +42.9% |
| 5Y | +57.6% | +268.8% | -211.2% | +6.6% |
| 10Y | +398.6% | +883.3% | -484.7% | +143.5% |
| All | +1,155.8% | +6,370.4% | -5,214.6% | +252.0% |
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 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