-38.8%
SNDK vs STLD
-1.3%
-37.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.4% | -3.8% |
| 7D | +6.0% | +2.9% | +3.1% | +4.6% |
| 30D | -36.9% | -5.6% | -31.4% | -34.3% |
| 3M | -42.1% | -11.7% | -30.4% | -38.0% |
| 6M | -38.8% | -2.8% | -36.1% | -44.1% |
| All | -38.8% | -1.3% | -37.5% | -44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling