+37.9%
SHEL vs STLD
+80.8%
-43.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +2.6% |
| 7D | +1.9% | +2.7% | -0.7% | +1.7% |
| 30D | +8.7% | -8.4% | +17.1% | +9.6% |
| 3M | +11.0% | -9.9% | +20.8% | +12.0% |
| 6M | +14.6% | +33.0% | -18.5% | +11.0% |
| YTD | +33.3% | +42.6% | -9.3% | +28.3% |
| 1Y | +37.9% | +80.8% | -42.9% | +30.1% |
| All | +37.9% | +80.8% | -43.0% | +30.1% |
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