-46.0%
SOUN vs STLD
+174.0%
-220.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.6% |
| 7D | -1.0% | -9.7% | +8.7% | +4.3% |
| 30D | -24.9% | -4.5% | -20.3% | -23.4% |
| 3M | -49.5% | -13.1% | -36.4% | -46.3% |
| 6M | -54.4% | -2.8% | -51.6% | -55.5% |
| YTD | -59.4% | +35.3% | -94.7% | -68.2% |
| 1Y | -71.4% | +51.4% | -122.7% | -79.1% |
| 3Y | +134.1% | +117.9% | +16.2% | +36.5% |
| All | -46.0% | +174.0% | -220.0% | -70.8% |
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