+1,847.9%
SNPS vs STLD
+8,008.3%
-6,160.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.9% | +2.2% |
| 7D | -3.7% | -11.1% | +7.5% | -1.1% |
| 30D | -10.4% | -4.8% | -5.6% | -9.4% |
| 3M | +11.0% | -14.6% | +25.5% | +14.6% |
| 6M | -10.7% | -7.4% | -3.3% | -9.7% |
| YTD | -4.1% | +32.6% | -36.7% | -11.0% |
| 1Y | +13.7% | +47.3% | -33.6% | +3.0% |
| 3Y | -8.1% | +107.5% | -115.6% | -23.8% |
| 5Y | +32.2% | +268.8% | -236.6% | -5.7% |
| 10Y | +681.4% | +883.3% | -201.9% | +318.6% |
| All | +1,847.9% | +8,008.3% | -6,160.4% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling