+2,504.1%
SNDK vs STLD
+82.4%
+2,421.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.5% |
| 7D | +16.2% | +6.9% | +9.4% | +10.0% |
| 30D | -36.8% | -1.5% | -35.3% | -34.9% |
| 3M | -30.3% | -9.7% | -20.6% | -24.0% |
| 6M | -35.4% | +2.3% | -37.8% | -38.4% |
| YTD | +294.9% | +41.0% | +253.9% | +173.6% |
| 1Y | +231.1% | +51.8% | +179.3% | +112.9% |
| All | +2,504.1% | +82.4% | +2,421.6% | +1,318.3% |
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