+139.0%
SHOP vs STLD
+124.8%
+14.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.3% | -5.0% |
| 7D | +2.8% | -4.7% | +7.5% | +4.6% |
| 30D | -14.2% | -0.9% | -13.2% | -14.0% |
| 3M | -5.5% | -11.9% | +6.4% | -1.3% |
| 6M | +32.8% | +0.9% | +31.9% | +29.4% |
| YTD | -8.9% | +40.4% | -49.3% | -27.1% |
| 1Y | -7.7% | +56.6% | -64.3% | -30.5% |
| 3Y | +139.0% | +125.5% | +13.5% | +39.2% |
| All | +139.0% | +124.8% | +14.3% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling