+117.8%
UAL vs STLD
+1,105.0%
-987.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.4% |
| 7D | +0.7% | +3.1% | -2.4% | -1.1% |
| 30D | -16.1% | -9.0% | -7.1% | -12.0% |
| 3M | +6.1% | -12.4% | +18.5% | +12.8% |
| 6M | +10.8% | +25.5% | -14.7% | -3.9% |
| YTD | -0.4% | +43.6% | -44.0% | -20.5% |
| 1Y | +5.0% | +87.2% | -82.2% | -28.0% |
| 3Y | +124.0% | +135.2% | -11.2% | +32.2% |
| 5Y | +141.0% | +290.9% | -149.9% | -1.9% |
| All | +117.8% | +1,105.0% | -987.2% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling