+769.0%
STLD vs URA
+272.2%
+496.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.6% |
| 7D | +6.9% | +4.5% | +2.4% | +5.0% |
| 30D | -1.5% | -13.4% | +12.0% | +3.5% |
| 3M | -9.7% | -28.4% | +18.7% | +1.1% |
| 6M | +2.3% | -40.5% | +42.8% | +21.4% |
| YTD | +41.0% | -24.3% | +65.3% | +49.3% |
| 1Y | +51.8% | -28.8% | +80.7% | +63.7% |
| 3Y | +126.4% | +37.6% | +88.8% | +71.0% |
| 5Y | +285.7% | +30.7% | +255.0% | +183.7% |
| All | +769.0% | +272.2% | +496.8% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling