+22.7%
VWO vs STLD
+89.3%
-66.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.0% |
| 7D | +1.1% | +3.1% | -2.1% | +0.5% |
| 30D | +2.4% | -9.0% | +11.4% | +4.1% |
| 3M | +2.0% | -12.4% | +14.4% | +4.5% |
| 6M | +10.7% | +25.5% | -14.8% | +3.5% |
| YTD | +14.4% | +43.6% | -29.2% | +4.6% |
| 1Y | +22.7% | +87.2% | -64.5% | +8.9% |
| All | +22.7% | +89.3% | -66.5% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling