+368.8%
SNXX vs STLD
+39.0%
+329.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -8.3% |
| 7D | -12.0% | -0.9% | -11.1% | -11.1% |
| 30D | +37.9% | -8.9% | +46.8% | +53.6% |
| 3M | -52.7% | -14.0% | -38.6% | -44.3% |
| 6M | +194.8% | +30.8% | +164.0% | +90.2% |
| All | +368.8% | +39.0% | +329.8% | +194.6% |
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