+7.9%
SNOW vs STLD
+292.4%
-284.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.9% |
| 7D | +2.8% | +3.1% | -0.4% | +1.7% |
| 30D | +6.4% | -9.0% | +15.4% | +9.2% |
| 3M | +38.1% | -12.4% | +50.5% | +42.6% |
| 6M | +100.4% | +25.5% | +74.9% | +82.2% |
| YTD | +53.7% | +43.6% | +10.1% | +32.0% |
| 1Y | +52.0% | +87.2% | -35.2% | +18.0% |
| 3Y | +114.7% | +135.2% | -20.6% | +49.9% |
| All | +7.9% | +292.4% | -284.5% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling