+210.8%
SU vs STLD
+269.6%
-58.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.5% |
| 7D | -10.6% | -9.7% | -0.9% | -8.1% |
| 30D | -6.6% | -4.5% | -2.1% | -5.5% |
| 3M | +12.9% | -13.1% | +26.0% | +16.9% |
| 6M | +6.7% | -2.8% | +9.5% | +6.4% |
| YTD | +55.2% | +35.3% | +19.9% | +38.6% |
| 1Y | +61.5% | +51.4% | +10.2% | +39.1% |
| 3Y | +128.7% | +117.9% | +10.8% | +69.4% |
| 5Y | +210.8% | +272.6% | -61.8% | +92.0% |
| All | +210.8% | +269.6% | -58.8% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling