+660.9%
SNPS vs STLD
+761.4%
-100.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.8% |
| 7D | +1.1% | +2.9% | -1.9% | +0.3% |
| 30D | -5.2% | -5.6% | +0.4% | -3.7% |
| 3M | +10.6% | -11.7% | +22.3% | +13.8% |
| 6M | -10.6% | -2.8% | -7.8% | -10.7% |
| YTD | -3.1% | +36.4% | -39.5% | -12.0% |
| 1Y | +15.6% | +50.0% | -34.5% | +2.4% |
| 3Y | -12.9% | +122.3% | -135.3% | -31.3% |
| 5Y | +31.2% | +273.2% | -242.0% | -11.0% |
| All | +660.9% | +761.4% | -100.5% | +294.5% |
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