-90.4%
SNAP vs STLD
+268.5%
-358.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -7.6% | -6.4% | -10.9% |
| 7D | -10.4% | -12.5% | +2.1% | -5.3% |
| 30D | -11.9% | -6.8% | -5.1% | -9.4% |
| 3M | -4.5% | -16.4% | +11.9% | +1.9% |
| 6M | -16.7% | -6.1% | -10.6% | -16.0% |
| YTD | -36.9% | +32.0% | -68.9% | -46.0% |
| 1Y | -30.3% | +45.5% | -75.8% | -43.0% |
| 3Y | -52.5% | +106.5% | -159.0% | -68.2% |
| 5Y | -90.4% | +267.2% | -357.6% | -95.7% |
| All | -90.4% | +268.5% | -358.9% | -95.7% |
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