+60.1%
STLD vs SNY
+2.7%
+57.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.8% | -3.8% |
| 7D | -3.9% | +12.4% | -16.3% | -6.0% |
| 30D | -0.4% | +20.1% | -20.5% | -4.1% |
| 3M | -9.2% | +11.2% | -20.4% | -10.8% |
| 6M | +5.0% | +9.5% | -4.5% | +3.7% |
| YTD | +42.8% | +3.4% | +39.4% | +43.1% |
| 1Y | +60.1% | +2.0% | +58.0% | +60.8% |
| All | +60.1% | +2.7% | +57.3% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling