+66.0%
UL vs STLD
+1,087.1%
-1,021.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | -1.3% | +3.1% | -4.5% | -1.6% |
| 30D | +0.5% | -9.0% | +9.5% | +1.2% |
| 3M | +17.6% | -12.4% | +30.0% | +18.7% |
| 6M | -5.4% | +25.5% | -30.9% | -7.5% |
| YTD | +0.7% | +43.6% | -42.9% | -2.7% |
| 1Y | -9.3% | +87.2% | -96.4% | -14.4% |
| 3Y | +24.5% | +135.2% | -110.7% | +13.3% |
| 5Y | +23.2% | +290.9% | -267.7% | +4.2% |
| All | +66.0% | +1,087.1% | -1,021.1% | +14.9% |
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