+356.1%
SHW vs STLD
+868.9%
-512.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +3.5% | -11.1% | +14.6% | +6.6% |
| 30D | +9.2% | -4.8% | +14.0% | +10.4% |
| 3M | -5.1% | -14.6% | +9.5% | -1.7% |
| 6M | +6.8% | -7.4% | +14.3% | +7.8% |
| YTD | +7.0% | +32.6% | -25.6% | -2.4% |
| 1Y | +4.1% | +47.3% | -43.2% | -7.7% |
| 3Y | +41.1% | +107.5% | -66.5% | +11.2% |
| 5Y | +12.9% | +268.8% | -256.0% | -27.5% |
| All | +356.1% | +868.9% | -512.8% | +89.1% |
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