-79.7%
SNAP vs STLD
+622.8%
-702.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.7% |
| 7D | -7.1% | -11.1% | +4.0% | -3.0% |
| 30D | -14.6% | -4.8% | -9.8% | -13.1% |
| 3M | -5.0% | -14.6% | +9.6% | -0.2% |
| 6M | -18.8% | -7.4% | -11.4% | -17.7% |
| YTD | -38.5% | +32.6% | -71.1% | -46.0% |
| 1Y | -38.1% | +47.3% | -85.4% | -47.7% |
| 3Y | -53.8% | +107.5% | -161.3% | -66.5% |
| 5Y | -90.7% | +268.8% | -359.5% | -94.6% |
| All | -79.7% | +622.8% | -702.5% | -92.5% |
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