+14.7%
SNOW vs STLD
+723.2%
-708.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.0% |
| 7D | +0.2% | -9.7% | +9.8% | +2.8% |
| 30D | -21.1% | -4.5% | -16.5% | -20.1% |
| 3M | -11.9% | -13.1% | +1.2% | -9.0% |
| 6M | +91.0% | -2.8% | +93.7% | +90.1% |
| YTD | +32.7% | +35.3% | -2.6% | +18.7% |
| 1Y | +10.8% | +51.4% | -40.6% | -4.2% |
| 3Y | +86.2% | +117.9% | -31.7% | +42.9% |
| 5Y | -22.7% | +272.6% | -295.3% | -47.6% |
| All | +14.7% | +723.2% | -708.6% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling