+179.0%
SHEL vs STLD
+292.4%
-113.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +2.2% | +3.1% | -0.9% | +1.6% |
| 30D | +6.8% | -9.0% | +15.8% | +8.7% |
| 3M | +8.1% | -12.4% | +20.5% | +10.6% |
| 6M | +14.4% | +25.5% | -11.1% | +8.0% |
| YTD | +30.0% | +43.6% | -13.7% | +18.9% |
| 1Y | +33.3% | +87.2% | -53.9% | +14.6% |
| 3Y | +66.4% | +135.2% | -68.8% | +32.7% |
| All | +179.0% | +292.4% | -113.4% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling