+91.3%
SNOW vs STLD
+105.6%
-14.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -9.9% | -11.1% | +1.3% | -7.1% |
| 30D | -17.1% | -4.8% | -12.3% | -16.0% |
| 3M | -13.2% | -14.6% | +1.3% | -9.9% |
| 6M | +97.4% | -7.4% | +104.8% | +98.6% |
| YTD | +25.8% | +32.6% | -6.8% | +10.2% |
| 1Y | +4.2% | +47.3% | -43.1% | -12.5% |
| 3Y | +91.3% | +107.5% | -16.2% | +35.3% |
| All | +91.3% | +105.6% | -14.3% | +35.3% |
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