+5,211.9%
SU vs STLD
+8,593.6%
-3,381.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | -6.2% | -0.1% | -6.1% | -6.3% |
| 3M | +9.7% | -9.2% | +18.8% | +12.6% |
| 6M | +7.3% | +1.8% | +5.5% | +5.1% |
| YTD | +58.7% | +42.1% | +16.6% | +36.8% |
| 1Y | +59.7% | +58.5% | +1.2% | +32.3% |
| 3Y | +129.2% | +128.2% | +1.0% | +62.1% |
| 5Y | +223.7% | +288.2% | -64.6% | +81.8% |
| 10Y | +235.9% | +799.8% | -563.9% | +35.0% |
| All | +5,211.9% | +8,593.6% | -3,381.7% | +1,218.9% |
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