+5,094.1%
SU vs STLD
+8,177.9%
-3,083.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.6% |
| 7D | -10.6% | -9.7% | -0.9% | -7.4% |
| 30D | -6.6% | -4.5% | -2.1% | -5.3% |
| 3M | +12.9% | -13.1% | +26.0% | +17.7% |
| 6M | +6.7% | -2.8% | +9.5% | +6.2% |
| YTD | +55.2% | +35.3% | +19.9% | +36.1% |
| 1Y | +61.5% | +51.4% | +10.2% | +36.0% |
| 3Y | +128.7% | +117.9% | +10.8% | +64.3% |
| 5Y | +210.8% | +272.6% | -61.8% | +77.1% |
| 10Y | +214.4% | +782.2% | -567.8% | +27.2% |
| All | +5,094.1% | +8,177.9% | -3,083.8% | +1,211.9% |
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