-95.7%
SNDQ vs STLD
+6.3%
-102.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -1.6% | -22.2% | -25.0% |
| 7D | -30.8% | +3.1% | -34.0% | -29.2% |
| 30D | -51.7% | -9.0% | -42.8% | -56.6% |
| 3M | -78.0% | -12.4% | -65.7% | -79.6% |
| All | -95.7% | +6.3% | -102.0% | -94.1% |
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 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 · Available span rolling