+204.1%
SHEL vs STLD
+779.4%
-575.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.9% |
| 7D | -5.8% | -9.7% | +3.9% | -2.5% |
| 30D | -1.3% | -4.5% | +3.2% | +0.1% |
| 3M | +12.7% | -13.1% | +25.8% | +17.4% |
| 6M | +19.9% | -2.8% | +22.6% | +19.1% |
| YTD | +38.3% | +35.3% | +2.9% | +20.7% |
| 1Y | +35.7% | +51.4% | -15.7% | +13.5% |
| 3Y | +71.7% | +117.9% | -46.2% | +19.6% |
| 5Y | +158.4% | +272.6% | -114.2% | +32.9% |
| 10Y | +204.1% | +782.2% | -578.1% | -7.3% |
| All | +204.1% | +779.4% | -575.3% | -7.3% |
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