+558.6%
SNPS vs STLD
+1,105.0%
-546.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.0% |
| 7D | -11.0% | +3.1% | -14.2% | -11.8% |
| 30D | -1.7% | -9.0% | +7.2% | +0.4% |
| 3M | -20.4% | -12.4% | -8.0% | -18.1% |
| 6M | -8.6% | +25.5% | -34.1% | -14.5% |
| YTD | -16.2% | +43.6% | -59.8% | -24.7% |
| 1Y | -34.6% | +87.2% | -121.8% | -45.3% |
| 3Y | -14.5% | +135.2% | -149.7% | -33.3% |
| 5Y | +17.0% | +290.9% | -273.9% | -21.4% |
| All | +558.6% | +1,105.0% | -546.4% | +210.4% |
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 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