+8,355.9%
SHOP vs STLD
+1,213.9%
+7,142.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.6% | +1.5% | -3.7% |
| 7D | -13.9% | -12.5% | -1.4% | -10.2% |
| 30D | -12.6% | -6.8% | -5.7% | -10.7% |
| 3M | -0.3% | -16.4% | +16.0% | +4.8% |
| 6M | +33.6% | -6.1% | +39.7% | +34.3% |
| YTD | -10.7% | +32.0% | -42.7% | -20.6% |
| 1Y | -11.8% | +45.5% | -57.3% | -24.0% |
| 3Y | +133.9% | +106.5% | +27.4% | +79.4% |
| 5Y | -5.9% | +267.2% | -273.1% | -39.0% |
| 10Y | +3,571.8% | +878.9% | +2,692.9% | +1,587.8% |
| All | +8,355.9% | +1,213.9% | +7,142.0% | +3,283.2% |
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 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