+130.9%
SOUN vs STLD
+105.6%
+25.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.8% |
| 7D | -2.6% | -11.1% | +8.5% | +4.2% |
| 30D | -27.0% | -4.8% | -22.2% | -25.3% |
| 3M | -41.9% | -14.6% | -27.4% | -37.1% |
| 6M | -56.1% | -7.4% | -48.7% | -56.3% |
| YTD | -58.8% | +32.6% | -91.3% | -69.5% |
| 1Y | -71.1% | +47.3% | -118.4% | -80.5% |
| 3Y | +130.9% | +107.5% | +23.4% | +3.8% |
| All | +130.9% | +105.6% | +25.3% | +3.8% |
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 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