+455.3%
SN vs STLD
+128.2%
+327.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.9% | +2.2% |
| 7D | +7.6% | -9.7% | +17.3% | +11.2% |
| 30D | +24.1% | -4.5% | +28.6% | +25.7% |
| 3M | +23.7% | -13.1% | +36.8% | +28.9% |
| 6M | +105.5% | -2.8% | +108.3% | +103.7% |
| YTD | +105.1% | +35.3% | +69.8% | +77.0% |
| 1Y | +148.3% | +51.4% | +96.9% | +105.4% |
| 3Y | +438.7% | +117.9% | +320.7% | +308.7% |
| All | +455.3% | +128.2% | +327.1% | +322.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling