+75.4%
SOUN vs STLD
+119.8%
-44.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.2% | -1.1% |
| 7D | -15.1% | +2.9% | -18.0% | -16.7% |
| 30D | -23.0% | -5.6% | -17.4% | -20.7% |
| 3M | -53.3% | -11.7% | -41.6% | -50.5% |
| 6M | -58.6% | -2.8% | -55.8% | -60.0% |
| YTD | -65.0% | +36.4% | -101.4% | -74.7% |
| 1Y | -71.4% | +50.0% | -121.4% | -80.9% |
| 3Y | +75.4% | +122.3% | -46.9% | -28.5% |
| All | +75.4% | +119.8% | -44.4% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling