+267.2%
STLD vs SUI
-25.7%
+292.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.3% | -7.8% |
| 7D | -12.5% | +8.8% | -21.2% | -14.7% |
| 30D | -6.8% | +8.9% | -15.8% | -9.5% |
| 3M | -16.4% | +2.0% | -18.4% | -17.2% |
| 6M | -6.1% | -0.6% | -5.5% | -6.5% |
| YTD | +32.0% | +1.3% | +30.6% | +30.6% |
| 1Y | +45.5% | +1.3% | +44.2% | +43.9% |
| 3Y | +106.5% | +16.3% | +90.2% | +89.4% |
| 5Y | +267.2% | -25.1% | +292.2% | +296.9% |
| All | +267.2% | -25.7% | +292.9% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling