+158.9%
SN vs STLD
+59.7%
+99.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.2% | +4.9% |
| 7D | +10.6% | -3.9% | +14.6% | +11.8% |
| 30D | +20.0% | -0.4% | +20.4% | +19.9% |
| 3M | +30.4% | -9.2% | +39.6% | +34.2% |
| 6M | +91.0% | +5.0% | +86.0% | +82.6% |
| YTD | +95.9% | +42.8% | +53.1% | +55.2% |
| 1Y | +158.9% | +60.1% | +98.8% | +83.8% |
| All | +158.9% | +59.7% | +99.2% | +83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling