+1,046.9%
UL vs STLD
+8,684.3%
-7,637.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.2% |
| 7D | -1.3% | +3.1% | -4.5% | -1.8% |
| 30D | +0.5% | -9.0% | +9.5% | +1.6% |
| 3M | +17.6% | -12.4% | +30.0% | +19.4% |
| 6M | -5.4% | +25.5% | -30.9% | -8.8% |
| YTD | +0.7% | +43.6% | -42.9% | -4.9% |
| 1Y | -9.3% | +87.2% | -96.4% | -17.6% |
| 3Y | +24.5% | +135.2% | -110.7% | +7.3% |
| 5Y | +23.2% | +290.9% | -267.7% | -3.8% |
| 10Y | +64.5% | +1,113.5% | -1,049.0% | +1.8% |
| All | +1,046.9% | +8,684.3% | -7,637.3% | +342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling