+5,763.5%
SHW vs STLD
+7,971.8%
-2,208.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.6% | +3.6% | -2.4% |
| 7D | +5.7% | -12.5% | +18.2% | +8.6% |
| 30D | +8.7% | -6.8% | +15.5% | +10.1% |
| 3M | -5.4% | -16.4% | +11.0% | -2.3% |
| 6M | +12.2% | -6.1% | +18.4% | +12.8% |
| YTD | +8.5% | +32.0% | -23.5% | +1.4% |
| 1Y | +4.9% | +45.5% | -40.6% | -3.9% |
| 3Y | +42.8% | +106.5% | -63.6% | +19.7% |
| 5Y | +14.5% | +267.2% | -252.7% | -17.0% |
| 10Y | +373.0% | +878.9% | -505.9% | +166.5% |
| All | +5,763.5% | +7,971.8% | -2,208.3% | +1,610.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling