+1.8%
STLD vs UUUU
-67.9%
+69.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.9% |
| 7D | -0.5% | -3.5% | +3.0% | -0.3% |
| 30D | -0.1% | -28.3% | +28.2% | +2.2% |
| 3M | -9.2% | -53.1% | +44.0% | -4.3% |
| 6M | +1.8% | -68.6% | +70.3% | +17.8% |
| All | +1.8% | -67.9% | +69.7% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 6mo: compounded portfolio wealth divided by compounded UUUU 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…
6mo analysis · Full analysis span regression · 6 months rolling