+439.5%
SN vs STLD
+123.5%
+315.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +7.2% | -11.1% | +18.3% | +11.4% |
| 30D | +20.4% | -4.8% | +25.2% | +22.0% |
| 3M | +23.9% | -14.6% | +38.5% | +29.9% |
| 6M | +93.0% | -7.4% | +100.5% | +94.8% |
| YTD | +99.2% | +32.6% | +66.7% | +73.1% |
| 1Y | +142.6% | +47.3% | +95.3% | +102.6% |
| 3Y | +398.8% | +107.5% | +291.3% | +279.9% |
| All | +439.5% | +123.5% | +315.9% | +313.4% |
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