+282.9%
SHW vs STLD
+1,087.1%
-804.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.9% |
| 7D | -3.2% | +3.1% | -6.4% | -4.1% |
| 30D | -9.5% | -9.0% | -0.5% | -7.5% |
| 3M | +11.5% | -12.4% | +23.8% | +14.8% |
| 6M | -3.5% | +25.5% | -29.0% | -10.1% |
| YTD | +3.7% | +43.6% | -39.9% | -7.0% |
| 1Y | -7.9% | +87.2% | -95.1% | -23.3% |
| 3Y | +24.7% | +135.2% | -110.5% | -4.8% |
| 5Y | +13.6% | +290.9% | -277.3% | -28.1% |
| All | +282.9% | +1,087.1% | -804.2% | +46.2% |
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 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