+8,434.7%
SHOP vs STLD
+1,329.9%
+7,104.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -5.1% | +3.1% | -8.3% | -6.1% |
| 30D | +0.6% | -9.0% | +9.6% | +3.3% |
| 3M | +25.0% | -12.4% | +37.4% | +29.3% |
| 6M | +11.9% | +25.5% | -13.6% | +2.3% |
| YTD | -9.9% | +43.6% | -53.5% | -21.7% |
| 1Y | 0.0% | +87.2% | -87.2% | -20.5% |
| 3Y | +117.5% | +135.2% | -17.7% | +60.8% |
| 5Y | -6.6% | +290.9% | -297.5% | -40.7% |
| 10Y | +3,320.3% | +1,113.5% | +2,206.9% | +1,364.6% |
| All | +8,434.7% | +1,329.9% | +7,104.8% | +3,234.4% |
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