+1,745.5%
STLD vs UUUU
-92.0%
+1,837.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +3.1% | -1.4% | +4.5% | +3.3% |
| 30D | -9.0% | +16.3% | -25.3% | -10.8% |
| 3M | -12.4% | -16.7% | +4.3% | -11.2% |
| 6M | +25.5% | -33.7% | +59.2% | +29.6% |
| YTD | +43.6% | -0.5% | +44.1% | +39.7% |
| 1Y | +87.2% | +28.9% | +58.3% | +73.0% |
| 3Y | +135.2% | +99.9% | +35.4% | +97.2% |
| 5Y | +290.9% | +135.3% | +155.6% | +209.7% |
| 10Y | +1,113.5% | +518.4% | +595.1% | +667.2% |
| All | +1,745.5% | -92.0% | +1,837.5% | +1,094.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling