+66.9%
SHEL vs STLD
+105.6%
-38.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -8.8% | -11.1% | +2.3% | -7.1% |
| 30D | +2.3% | -4.8% | +7.1% | +3.0% |
| 3M | +11.6% | -14.6% | +26.1% | +14.2% |
| 6M | +15.7% | -7.4% | +23.1% | +16.4% |
| YTD | +38.6% | +32.6% | +6.0% | +29.8% |
| 1Y | +38.5% | +47.3% | -8.9% | +26.9% |
| 3Y | +66.9% | +107.5% | -40.7% | +39.0% |
| All | +66.9% | +105.6% | -38.8% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling