+139.1%
STLD vs URA
+114.7%
+24.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +3.1% | +1.1% | +2.1% | +2.9% |
| 30D | -9.0% | +7.4% | -16.4% | -10.4% |
| 3M | -12.4% | -8.4% | -4.0% | -11.2% |
| 6M | +25.5% | -12.7% | +38.2% | +27.7% |
| YTD | +43.6% | +7.8% | +35.8% | +39.2% |
| 1Y | +87.2% | +19.5% | +67.7% | +75.4% |
| All | +139.1% | +114.7% | +24.3% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling