+346.7%
SHW vs STLD
+802.0%
-455.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -2.1% | -0.5% | -1.7% | -2.0% |
| 30D | +11.1% | -0.1% | +11.2% | +10.9% |
| 3M | -2.2% | -9.2% | +7.0% | -0.3% |
| 6M | +14.3% | +1.8% | +12.6% | +12.6% |
| YTD | +10.6% | +42.1% | -31.6% | -0.9% |
| 1Y | +4.1% | +58.5% | -54.4% | -9.5% |
| 3Y | +42.9% | +128.2% | -85.4% | +9.8% |
| 5Y | +14.2% | +288.2% | -274.0% | -27.5% |
| 10Y | +346.7% | +799.8% | -453.1% | +90.9% |
| All | +346.7% | +802.0% | -455.3% | +90.9% |
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