-47.9%
SOUN vs STLD
+187.7%
-235.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.4% |
| 7D | -9.5% | -0.5% | -9.0% | -9.6% |
| 30D | -21.3% | -0.1% | -21.3% | -21.8% |
| 3M | -47.2% | -9.2% | -38.1% | -45.3% |
| 6M | -53.7% | +1.8% | -55.5% | -56.0% |
| YTD | -60.8% | +42.1% | -102.9% | -70.1% |
| 1Y | -70.9% | +58.5% | -129.4% | -79.4% |
| 3Y | +118.4% | +128.2% | -9.8% | +24.0% |
| All | -47.9% | +187.7% | -235.6% | -72.6% |
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