+88.8%
UAL vs STLD
+864.5%
-775.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.6% | +3.0% | -0.4% |
| 7D | +5.0% | -12.5% | +17.5% | +12.7% |
| 30D | -1.2% | -6.8% | +5.6% | +2.3% |
| 3M | -16.8% | -16.4% | -0.4% | -9.3% |
| 6M | +18.0% | -6.1% | +24.1% | +19.4% |
| YTD | -1.2% | +32.0% | -33.2% | -18.1% |
| 1Y | +14.3% | +45.5% | -31.2% | -10.3% |
| 3Y | +194.6% | +106.5% | +88.1% | +85.5% |
| 5Y | +109.6% | +267.2% | -157.6% | -12.0% |
| All | +88.8% | +864.5% | -775.7% | -56.7% |
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