+13.8%
SHW vs STLD
+253.8%
-239.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.6% | +3.6% | -2.3% |
| 7D | +5.7% | -12.5% | +18.2% | +8.8% |
| 30D | +8.7% | -6.8% | +15.5% | +10.2% |
| 3M | -5.4% | -16.4% | +11.0% | -2.0% |
| 6M | +12.2% | -6.1% | +18.4% | +12.7% |
| YTD | +8.5% | +32.0% | -23.5% | +0.2% |
| 1Y | +4.9% | +45.5% | -40.6% | -5.3% |
| 3Y | +42.8% | +106.5% | -63.6% | +16.7% |
| All | +13.8% | +253.8% | -239.9% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling