-10.1%
SOUN vs STLD
+190.7%
-200.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.9% |
| 7D | -5.2% | +3.1% | -8.4% | -7.1% |
| 30D | +4.8% | -9.0% | +13.8% | +9.7% |
| 3M | -15.9% | -12.4% | -3.5% | -10.8% |
| 6M | -17.4% | +25.5% | -42.9% | -30.8% |
| YTD | -32.4% | +43.6% | -76.0% | -48.2% |
| 1Y | -49.3% | +87.2% | -136.5% | -67.1% |
| 3Y | +167.5% | +135.2% | +32.2% | +51.4% |
| All | -10.1% | +190.7% | -200.9% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling