-19.2%
SNDU vs STLD
+31.9%
-51.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.8% | -7.6% | -7.3% |
| 7D | +30.7% | +6.9% | +23.9% | +20.1% |
| 30D | -67.1% | -1.5% | -65.7% | -63.8% |
| 3M | -65.1% | -9.7% | -55.4% | -57.9% |
| 6M | -82.0% | +2.3% | -84.3% | -82.4% |
| All | -19.2% | +31.9% | -51.0% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling