+340.7%
SHW vs STLD
+804.7%
-464.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.7% |
| 7D | +4.2% | -4.7% | +8.9% | +5.4% |
| 30D | +11.3% | -0.9% | +12.2% | +11.3% |
| 3M | -1.8% | -11.9% | +10.1% | +0.9% |
| 6M | +12.7% | +0.9% | +11.8% | +11.2% |
| YTD | +10.4% | +40.4% | -30.0% | -0.8% |
| 1Y | +4.7% | +56.6% | -51.8% | -8.6% |
| 3Y | +42.7% | +125.5% | -82.8% | +10.1% |
| 5Y | +14.5% | +292.8% | -278.3% | -27.6% |
| 10Y | +340.7% | +787.1% | -446.3% | +88.5% |
| All | +340.7% | +804.7% | -464.0% | +88.5% |
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