+34.4%
UL vs STLD
+127.2%
-92.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | -2.5% | +6.9% | -9.3% | -2.4% |
| 30D | +5.7% | -1.5% | +7.1% | +5.6% |
| 3M | +7.0% | -9.7% | +16.7% | +7.0% |
| 6M | +16.1% | +2.3% | +13.7% | +16.0% |
| YTD | +3.6% | +41.0% | -37.4% | +4.0% |
| 1Y | -1.4% | +51.8% | -53.2% | -0.8% |
| All | +34.4% | +127.2% | -92.7% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling