+852.5%
STLD vs URA
+278.3%
+574.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.1% |
| 7D | -11.1% | -4.1% | -7.0% | -9.7% |
| 30D | -4.8% | -19.0% | +14.2% | +2.6% |
| 3M | -14.6% | -25.1% | +10.6% | -5.8% |
| 6M | -7.4% | -44.5% | +37.1% | +12.9% |
| YTD | +32.6% | -24.3% | +56.9% | +40.5% |
| 1Y | +47.3% | -28.1% | +75.4% | +58.4% |
| 3Y | +107.5% | +40.7% | +66.9% | +55.4% |
| 5Y | +268.8% | +35.5% | +233.4% | +166.7% |
| All | +852.5% | +278.3% | +574.3% | +314.6% |
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