+117.9%
STLD vs URA
+49.7%
+68.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.1% | +0.8% |
| 7D | -9.7% | +4.3% | -13.9% | -10.4% |
| 30D | -4.5% | -11.7% | +7.2% | -2.2% |
| 3M | -13.1% | -23.5% | +10.4% | -8.6% |
| 6M | -2.8% | -37.8% | +35.0% | +6.2% |
| YTD | +35.3% | -19.6% | +55.0% | +38.8% |
| 1Y | +51.4% | -24.8% | +76.1% | +56.9% |
| 3Y | +117.9% | +47.0% | +71.0% | +85.9% |
| All | +117.9% | +49.7% | +68.2% | +85.9% |
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