+103.9%
UL vs STLD
+802.0%
-698.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | +4.5% | -0.1% | +4.6% | +4.4% |
| 3M | +5.5% | -9.2% | +14.6% | +6.1% |
| 6M | +17.0% | +1.8% | +15.2% | +16.4% |
| YTD | +3.2% | +42.1% | -39.0% | -0.4% |
| 1Y | -1.9% | +58.5% | -60.4% | -6.2% |
| 3Y | +33.6% | +128.2% | -94.7% | +21.6% |
| 5Y | +31.5% | +288.2% | -256.7% | +10.9% |
| 10Y | +103.9% | +799.8% | -695.9% | +49.5% |
| All | +103.9% | +802.0% | -698.1% | +49.5% |
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