+401.0%
SN vs STLD
+135.5%
+265.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -9.3% | +3.1% | -12.5% | -10.5% |
| 30D | -4.8% | -9.0% | +4.2% | -1.6% |
| 3M | +40.4% | -12.4% | +52.8% | +46.8% |
| 6M | +50.9% | +25.5% | +25.4% | +35.2% |
| YTD | +54.9% | +43.6% | +11.3% | +30.7% |
| 1Y | +43.0% | +87.2% | -44.2% | +8.2% |
| All | +401.0% | +135.5% | +265.5% | +272.4% |
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 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