-12.4%
SOUN vs STLD
+188.6%
-201.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | -4.1% | +2.7% | -6.7% | -5.7% |
| 30D | -18.1% | -8.4% | -9.6% | -14.5% |
| 3M | -12.3% | -9.9% | -2.4% | -8.7% |
| 6M | -18.6% | +33.0% | -51.6% | -34.2% |
| YTD | -34.1% | +42.6% | -76.7% | -49.3% |
| 1Y | -57.0% | +80.8% | -137.8% | -71.6% |
| 3Y | +185.7% | +143.4% | +42.2% | +59.3% |
| All | -12.4% | +188.6% | -201.0% | -53.4% |
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