+92.6%
UAL vs STLD
+868.9%
-776.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +1.8% |
| 7D | +8.2% | -11.1% | +19.3% | +15.1% |
| 30D | +2.3% | -4.8% | +7.1% | +4.7% |
| 3M | -12.7% | -14.6% | +1.9% | -6.0% |
| 6M | +12.7% | -7.4% | +20.1% | +14.9% |
| YTD | +0.8% | +32.6% | -31.7% | -16.6% |
| 1Y | +17.8% | +47.3% | -29.5% | -8.2% |
| 3Y | +206.7% | +107.5% | +99.2% | +92.6% |
| 5Y | +113.9% | +268.8% | -154.9% | -10.4% |
| All | +92.6% | +868.9% | -776.3% | -55.9% |
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