+47.3%
STLD vs URA
-31.4%
+78.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.5% |
| 7D | -11.1% | -4.1% | -7.0% | -10.3% |
| 30D | -4.8% | -19.0% | +14.2% | -0.6% |
| 3M | -14.6% | -25.1% | +10.6% | -9.6% |
| 6M | -7.4% | -44.5% | +37.1% | +4.2% |
| YTD | +32.6% | -24.3% | +56.9% | +37.9% |
| 1Y | +47.3% | -28.1% | +75.4% | +54.5% |
| All | +47.3% | -31.4% | +78.7% | +54.5% |
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