+43.9%
SHW vs STLD
+129.0%
-85.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -2.1% | -0.5% | -1.7% | -2.1% |
| 30D | +11.1% | -0.1% | +11.2% | +10.9% |
| 3M | -2.2% | -9.2% | +7.0% | -0.4% |
| 6M | +14.3% | +1.8% | +12.6% | +12.6% |
| YTD | +10.6% | +42.1% | -31.6% | -0.6% |
| 1Y | +4.1% | +58.5% | -54.4% | -8.9% |
| All | +43.9% | +129.0% | -85.1% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling