+2,066.7%
STLD vs URA
-31.1%
+2,097.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +3.1% | +1.1% | +2.1% | +2.6% |
| 30D | -9.0% | +7.4% | -16.4% | -12.0% |
| 3M | -12.4% | -8.4% | -4.0% | -10.4% |
| 6M | +25.5% | -12.7% | +38.2% | +29.6% |
| YTD | +43.6% | +7.8% | +35.8% | +33.1% |
| 1Y | +87.2% | +19.5% | +67.7% | +61.4% |
| 3Y | +135.2% | +116.4% | +18.8% | +42.2% |
| 5Y | +290.9% | +134.3% | +156.6% | +110.3% |
| 10Y | +1,113.5% | +359.3% | +754.2% | +311.4% |
| All | +2,066.7% | -31.1% | +2,097.8% | +1,535.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling