+292.8%
STLD vs URA
+32.3%
+260.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.4% | +5.2% |
| 7D | -4.7% | +0.3% | -5.0% | -4.7% |
| 30D | -0.9% | -14.8% | +13.8% | +3.5% |
| 3M | -11.9% | -25.3% | +13.4% | -4.8% |
| 6M | +0.9% | -39.9% | +40.8% | +15.1% |
| YTD | +40.4% | -22.4% | +62.8% | +46.2% |
| 1Y | +56.6% | -29.0% | +85.5% | +66.7% |
| 3Y | +125.5% | +41.0% | +84.5% | +77.4% |
| 5Y | +292.8% | +38.3% | +254.5% | +188.0% |
| All | +292.8% | +32.3% | +260.5% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling