+122.3%
STLD vs URA
+35.4%
+86.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | +2.9% | -1.5% | +4.5% | +3.2% |
| 30D | -5.6% | -10.4% | +4.9% | -3.5% |
| 3M | -11.7% | -29.6% | +17.9% | -5.5% |
| 6M | -2.8% | -40.3% | +37.5% | +7.1% |
| YTD | +36.4% | -25.5% | +61.9% | +42.1% |
| 1Y | +50.0% | -26.4% | +76.4% | +56.3% |
| 3Y | +122.3% | +31.4% | +90.9% | +92.2% |
| All | +122.3% | +35.4% | +86.9% | +92.2% |
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