+1,891.0%
STLD vs URA
-53.7%
+1,944.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.3% | -2.3% | -5.4% |
| 7D | -12.5% | -13.3% | +0.8% | -7.1% |
| 30D | -6.8% | -25.9% | +19.1% | +5.4% |
| 3M | -16.4% | -27.8% | +11.4% | -5.0% |
| 6M | -6.1% | -42.8% | +36.7% | +16.0% |
| YTD | +32.0% | -27.5% | +59.5% | +43.7% |
| 1Y | +45.5% | -35.1% | +80.6% | +65.0% |
| 3Y | +106.5% | +31.1% | +75.4% | +55.4% |
| 5Y | +267.2% | +29.8% | +237.4% | +161.8% |
| 10Y | +878.9% | +265.1% | +613.7% | +256.3% |
| All | +1,891.0% | -53.7% | +1,944.6% | +1,666.0% |
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 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