+91.0%
SN vs STLD
+5.3%
+85.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.2% | +4.4% |
| 7D | +10.6% | -3.9% | +14.6% | +11.1% |
| 30D | +20.0% | -0.4% | +20.4% | +20.0% |
| 3M | +30.4% | -9.2% | +39.6% | +32.7% |
| 6M | +91.0% | +5.0% | +86.0% | +84.0% |
| All | +91.0% | +5.3% | +85.7% | +84.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling