-4.9%
SHOP vs STLD
+59.7%
-64.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.0% | +10.4% | +7.5% |
| 7D | -9.0% | -3.9% | -5.1% | -8.8% |
| 30D | -4.4% | -0.4% | -4.0% | -4.4% |
| 3M | +24.1% | -9.2% | +33.3% | +24.7% |
| 6M | +20.0% | +5.0% | +15.0% | +18.8% |
| YTD | -4.9% | +42.8% | -47.7% | -17.2% |
| 1Y | -4.9% | +60.1% | -65.0% | -27.5% |
| All | -4.9% | +59.7% | -64.6% | -27.5% |
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