+58.5%
STLD vs URA
-26.7%
+85.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | -0.5% | +2.9% | -3.3% | -1.1% |
| 30D | -0.1% | -10.8% | +10.8% | +2.1% |
| 3M | -9.2% | -25.5% | +16.4% | -3.9% |
| 6M | +1.8% | -41.2% | +43.0% | +13.1% |
| YTD | +42.1% | -21.3% | +63.4% | +46.3% |
| 1Y | +58.5% | -25.7% | +84.2% | +64.8% |
| All | +58.5% | -26.7% | +85.3% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling