+573.3%
VZ vs STLD
+8,634.8%
-8,061.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.4% |
| 7D | +6.9% | -3.9% | +10.9% | +7.4% |
| 30D | +2.3% | -0.4% | +2.6% | +2.2% |
| 3M | 0.0% | -9.2% | +9.2% | +0.9% |
| 6M | +0.2% | +5.0% | -4.7% | -0.8% |
| YTD | +20.9% | +42.8% | -21.9% | +14.7% |
| 1Y | +25.2% | +60.1% | -34.8% | +17.0% |
| 3Y | +55.9% | +123.5% | -67.6% | +37.3% |
| 5Y | +22.6% | +302.0% | -279.4% | -2.1% |
| 10Y | +68.6% | +959.3% | -890.6% | +12.7% |
| All | +573.3% | +8,634.8% | -8,061.4% | +200.6% |
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