+771.2%
SHEL vs STLD
+8,008.3%
-7,237.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -8.8% | -11.1% | +2.3% | -6.0% |
| 30D | +2.3% | -4.8% | +7.1% | +3.5% |
| 3M | +11.6% | -14.6% | +26.1% | +15.6% |
| 6M | +15.7% | -7.4% | +23.1% | +16.7% |
| YTD | +38.6% | +32.6% | +6.0% | +26.3% |
| 1Y | +38.5% | +47.3% | -8.9% | +22.7% |
| 3Y | +66.9% | +107.5% | -40.7% | +31.4% |
| 5Y | +160.6% | +268.8% | -108.3% | +69.3% |
| 10Y | +214.1% | +883.3% | -669.2% | +51.7% |
| All | +771.2% | +8,008.3% | -7,237.1% | +132.4% |
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