+691.2%
SNPS vs STLD
+779.4%
-88.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.1% |
| 7D | +0.2% | -9.7% | +9.9% | +2.9% |
| 30D | -8.4% | -4.5% | -3.9% | -7.3% |
| 3M | +12.3% | -13.1% | +25.3% | +16.1% |
| 6M | -9.6% | -2.8% | -6.8% | -9.6% |
| YTD | -0.6% | +35.3% | -35.9% | -9.4% |
| 1Y | +18.7% | +51.4% | -32.7% | +4.9% |
| 3Y | -7.6% | +117.9% | -125.5% | -26.6% |
| 5Y | +34.1% | +272.6% | -238.5% | -8.8% |
| 10Y | +691.2% | +782.2% | -91.0% | +322.2% |
| All | +691.2% | +779.4% | -88.2% | +322.2% |
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 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