+100.2%
UAL vs STLD
+779.4%
-679.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +5.6% |
| 7D | +10.2% | -9.7% | +19.9% | +16.4% |
| 30D | +12.0% | -4.5% | +16.6% | +14.6% |
| 3M | -7.1% | -13.1% | +6.0% | -0.8% |
| 6M | +20.9% | -2.8% | +23.6% | +20.1% |
| YTD | +7.7% | +35.3% | -27.7% | -12.0% |
| 1Y | +23.6% | +51.4% | -27.8% | -5.2% |
| 3Y | +222.6% | +117.9% | +104.6% | +96.8% |
| 5Y | +127.9% | +272.6% | -144.6% | -5.5% |
| 10Y | +100.2% | +782.2% | -682.0% | -55.3% |
| All | +100.2% | +779.4% | -679.2% | -55.3% |
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