+264.7%
SU vs STLD
+1,092.9%
-828.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +1.6% | -2.8% | +4.4% | +2.8% |
| 30D | +10.7% | -10.4% | +21.1% | +15.3% |
| 3M | +13.5% | -10.6% | +24.1% | +17.6% |
| 6M | +21.8% | +32.7% | -10.9% | +5.5% |
| YTD | +58.8% | +42.8% | +16.0% | +32.4% |
| 1Y | +72.0% | +86.9% | -14.9% | +26.4% |
| 3Y | +121.7% | +143.8% | -22.1% | +38.0% |
| 5Y | +350.4% | +293.5% | +56.9% | +107.0% |
| 10Y | +264.7% | +1,122.7% | -858.0% | -4.3% |
| All | +264.7% | +1,092.9% | -828.2% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling