+17.3%
UAL vs STLD
+47.2%
-30.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +1.9% |
| 7D | +8.2% | -11.1% | +19.3% | +13.2% |
| 30D | +2.3% | -4.8% | +7.1% | +4.0% |
| 3M | -12.7% | -14.6% | +1.9% | -7.4% |
| 6M | +12.7% | -7.4% | +20.1% | +12.8% |
| YTD | +0.8% | +32.6% | -31.7% | -20.7% |
| All | +17.3% | +47.2% | -30.0% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling