-92.8%
SNAP vs STLD
+292.4%
-385.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.4% |
| 7D | +0.7% | +3.1% | -2.4% | -0.5% |
| 30D | +2.6% | -9.0% | +11.6% | +6.2% |
| 3M | -9.9% | -12.4% | +2.5% | -5.8% |
| 6M | +1.9% | +25.5% | -23.6% | -9.3% |
| YTD | -32.2% | +43.6% | -75.8% | -43.6% |
| 1Y | -22.8% | +87.2% | -110.0% | -43.2% |
| 3Y | -47.6% | +135.2% | -182.8% | -66.5% |
| All | -92.8% | +292.4% | -385.3% | -96.7% |
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