+128.7%
SU vs STLD
+115.4%
+13.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.4% |
| 7D | -10.6% | -9.7% | -0.9% | -8.6% |
| 30D | -6.6% | -4.5% | -2.1% | -5.7% |
| 3M | +12.9% | -13.1% | +26.0% | +16.1% |
| 6M | +6.7% | -2.8% | +9.5% | +6.5% |
| YTD | +55.2% | +35.3% | +19.9% | +40.7% |
| 1Y | +61.5% | +51.4% | +10.2% | +41.5% |
| 3Y | +128.7% | +117.9% | +10.8% | +69.0% |
| All | +128.7% | +115.4% | +13.3% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling