-4.6%
SHOP vs STLD
+45.5%
-50.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | -5.4% | -11.1% | +5.7% | -4.6% |
| 30D | -10.3% | -4.8% | -5.5% | -9.8% |
| 3M | +1.0% | -14.6% | +15.5% | +2.0% |
| 6M | +41.2% | -7.4% | +48.6% | +42.1% |
| YTD | -7.5% | +32.6% | -40.1% | -18.3% |
| 1Y | -4.6% | +47.3% | -51.9% | -22.5% |
| All | -4.6% | +45.5% | -50.0% | -22.5% |
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