+109.7%
UL vs STLD
+761.4%
-651.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.3% |
| 7D | +1.1% | +2.9% | -1.8% | +0.9% |
| 30D | +4.5% | -5.6% | +10.1% | +4.9% |
| 3M | +6.5% | -11.7% | +18.2% | +7.3% |
| 6M | +18.2% | -2.8% | +20.9% | +18.0% |
| YTD | +4.7% | +36.4% | -31.8% | +1.3% |
| 1Y | +0.8% | +50.0% | -49.2% | -3.3% |
| 3Y | +35.9% | +122.3% | -86.4% | +23.9% |
| 5Y | +33.4% | +273.2% | -239.8% | +12.8% |
| All | +109.7% | +761.4% | -651.7% | +54.2% |
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