+337.7%
SHW vs STLD
+761.4%
-423.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.6% |
| 7D | +1.9% | +2.9% | -1.0% | +1.1% |
| 30D | +8.1% | -5.6% | +13.6% | +9.4% |
| 3M | -2.8% | -11.7% | +8.9% | -0.2% |
| 6M | +15.0% | -2.8% | +17.8% | +14.6% |
| YTD | +9.0% | +36.4% | -27.5% | -1.3% |
| 1Y | +4.5% | +50.0% | -45.5% | -7.8% |
| 3Y | +41.9% | +122.3% | -80.5% | +9.8% |
| 5Y | +10.7% | +273.2% | -262.5% | -29.0% |
| All | +337.7% | +761.4% | -423.8% | +89.3% |
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