+1,111.5%
STLD vs SNY
+64.5%
+1,047.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.9% | -3.3% | +2.4% | +0.1% |
| 30D | -8.9% | -2.2% | -6.7% | -8.3% |
| 3M | -14.0% | -3.0% | -11.0% | -13.3% |
| 6M | +30.8% | +2.7% | +28.1% | +29.2% |
| YTD | +42.3% | -6.8% | +49.1% | +44.9% |
| 1Y | +81.1% | -5.3% | +86.4% | +83.1% |
| 3Y | +149.2% | -9.8% | +159.0% | +148.3% |
| 5Y | +292.9% | +9.7% | +283.2% | +248.5% |
| All | +1,111.5% | +64.5% | +1,047.0% | +779.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling