+258.8%
STLD vs URA
+33.4%
+225.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.8% |
| 7D | -11.1% | -4.1% | -7.0% | -10.0% |
| 30D | -4.8% | -19.0% | +14.2% | +0.9% |
| 3M | -14.6% | -25.1% | +10.6% | -7.8% |
| 6M | -7.4% | -44.5% | +37.1% | +8.1% |
| YTD | +32.6% | -24.3% | +56.9% | +38.9% |
| 1Y | +47.3% | -28.1% | +75.4% | +56.2% |
| 3Y | +107.5% | +40.7% | +66.9% | +62.9% |
| All | +258.8% | +33.4% | +225.4% | +168.0% |
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