+89.8%
SNOW vs STLD
+129.0%
-39.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | +3.7% | -0.5% | +4.1% | +3.8% |
| 30D | -16.4% | -0.1% | -16.4% | -16.4% |
| 3M | -9.9% | -9.2% | -0.7% | -7.9% |
| 6M | +98.8% | +1.8% | +97.1% | +95.1% |
| YTD | +37.3% | +42.1% | -4.8% | +17.9% |
| 1Y | +11.0% | +58.5% | -47.5% | -8.9% |
| All | +89.8% | +129.0% | -39.2% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling