+20.1%
STLD vs SUNB
+1.6%
+18.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.8% | -0.7% |
| 7D | -2.8% | +9.4% | -12.2% | -4.2% |
| 30D | -10.4% | -6.9% | -3.5% | -9.3% |
| 3M | -10.6% | -11.3% | +0.7% | -9.0% |
| 6M | +32.7% | -1.8% | +34.5% | +28.3% |
| All | +20.1% | +1.6% | +18.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 1y: compounded portfolio wealth divided by compounded SUNB 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…
1y analysis · Full analysis span regression · 6 months rolling