+5,085.6%
SU vs STLD
+8,684.3%
-3,598.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +3.6% | +3.1% | +0.4% | +2.4% |
| 30D | +7.9% | -9.0% | +16.9% | +11.0% |
| 3M | +3.5% | -12.4% | +15.9% | +7.4% |
| 6M | +19.0% | +25.5% | -6.5% | +7.9% |
| YTD | +55.0% | +43.6% | +11.3% | +33.5% |
| 1Y | +71.2% | +87.2% | -16.0% | +33.6% |
| 3Y | +117.4% | +135.2% | -17.8% | +52.0% |
| 5Y | +335.2% | +290.9% | +44.3% | +144.4% |
| 10Y | +248.7% | +1,113.5% | -864.7% | +27.0% |
| All | +5,085.6% | +8,684.3% | -3,598.7% | +1,186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling