-38.7%
SNAP vs STLD
+46.8%
-85.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.3% |
| 7D | +6.0% | +2.9% | +3.1% | +5.5% |
| 30D | -13.8% | -5.6% | -8.2% | -13.0% |
| 3M | -0.8% | -11.7% | +11.0% | +1.1% |
| 6M | -6.2% | -2.8% | -3.5% | -6.4% |
| YTD | -34.8% | +36.4% | -71.3% | -38.6% |
| 1Y | -38.7% | +50.0% | -88.7% | -42.8% |
| All | -38.7% | +46.8% | -85.5% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling