+684.5%
SNPS vs STLD
+804.7%
-120.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -2.5% |
| 7D | -0.6% | -4.7% | +4.0% | +0.6% |
| 30D | -9.8% | -0.9% | -8.9% | -9.6% |
| 3M | +11.7% | -11.9% | +23.6% | +15.1% |
| 6M | -10.9% | +0.9% | -11.8% | -11.9% |
| YTD | -2.1% | +40.4% | -42.5% | -11.7% |
| 1Y | +14.8% | +56.6% | -41.8% | +0.5% |
| 3Y | -11.3% | +125.5% | -136.8% | -30.3% |
| 5Y | +36.2% | +292.8% | -256.6% | -8.7% |
| 10Y | +684.5% | +787.1% | -102.6% | +302.7% |
| All | +684.5% | +804.7% | -120.2% | +302.7% |
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