+146.4%
STLD vs SNY
-9.7%
+156.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -3.6% | -3.6% | 0.0% | -3.1% |
| 30D | -10.1% | -1.9% | -8.2% | -9.9% |
| 3M | -11.4% | -2.0% | -9.5% | -11.2% |
| 6M | +30.8% | +2.5% | +28.3% | +30.3% |
| YTD | +40.7% | -7.0% | +47.6% | +41.7% |
| 1Y | +80.8% | -4.4% | +85.2% | +81.5% |
| All | +146.4% | -9.7% | +156.1% | +144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling