-10.1%
SNPS vs STLD
+104.7%
-114.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.6% | +2.7% | -2.4% |
| 7D | -10.2% | -12.5% | +2.3% | -6.2% |
| 30D | -12.8% | -6.8% | -6.0% | -10.8% |
| 3M | +9.9% | -16.4% | +26.2% | +15.9% |
| 6M | -12.4% | -6.1% | -6.3% | -11.6% |
| YTD | -6.3% | +32.0% | -38.2% | -17.0% |
| 1Y | +7.6% | +45.5% | -37.9% | -8.3% |
| All | -10.1% | +104.7% | -114.8% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling