+3,663.5%
SHOP vs STLD
+802.0%
+2,861.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | -16.7% | -0.1% | -16.7% | -16.8% |
| 3M | -2.2% | -9.2% | +7.0% | +0.2% |
| 6M | +45.6% | +1.8% | +43.8% | +42.8% |
| YTD | -7.3% | +42.1% | -49.4% | -19.6% |
| 1Y | -6.1% | +58.5% | -64.6% | -21.5% |
| 3Y | +143.3% | +128.2% | +15.1% | +80.3% |
| 5Y | +0.2% | +288.2% | -288.1% | -36.4% |
| 10Y | +3,663.5% | +799.8% | +2,863.7% | +1,907.0% |
| All | +3,663.5% | +802.0% | +2,861.5% | +1,907.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling