+36.0%
UL vs STLD
+105.6%
-69.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | +1.1% | -11.1% | +12.3% | +1.0% |
| 30D | +8.2% | -4.8% | +13.0% | +8.1% |
| 3M | +4.5% | -14.6% | +19.1% | +4.5% |
| 6M | +12.6% | -7.4% | +20.0% | +12.4% |
| YTD | +3.5% | +32.6% | -29.0% | +3.9% |
| 1Y | -0.4% | +47.3% | -47.8% | +0.2% |
| 3Y | +36.0% | +107.5% | -71.6% | +36.6% |
| All | +36.0% | +105.6% | -69.7% | +36.6% |
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