+9,444.3%
STLD vs SNY
+245.1%
+9,199.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.6% |
| 7D | +2.7% | -2.7% | +5.4% | +4.3% |
| 30D | -8.4% | -0.7% | -7.7% | -8.2% |
| 3M | -9.9% | -1.6% | -8.2% | -9.4% |
| 6M | +33.0% | +2.3% | +30.8% | +30.2% |
| YTD | +42.6% | -6.0% | +48.6% | +46.1% |
| 1Y | +80.8% | -2.7% | +83.4% | +80.7% |
| 3Y | +143.4% | -7.5% | +150.9% | +135.1% |
| 5Y | +293.4% | +6.7% | +286.7% | +233.6% |
| 10Y | +1,080.4% | +62.3% | +1,018.1% | +622.4% |
| All | +9,444.3% | +245.1% | +9,199.3% | +3,224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling