+385.8%
SN vs STLD
+104.7%
+281.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.6% | +6.6% | +1.8% |
| 7D | +3.8% | -12.5% | +16.3% | +8.9% |
| 30D | +17.5% | -6.8% | +24.4% | +20.2% |
| 3M | +19.2% | -16.4% | +35.6% | +26.6% |
| 6M | +84.9% | -6.1% | +91.1% | +85.4% |
| YTD | +94.0% | +32.0% | +62.1% | +65.9% |
| 1Y | +151.3% | +45.5% | +105.8% | +106.0% |
| All | +385.8% | +104.7% | +281.1% | +245.0% |
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