+1,225.9%
UMC vs STLD
+804.7%
+421.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | 0.0% |
| 7D | -8.3% | -4.7% | -3.6% | -6.8% |
| 30D | -34.5% | -0.9% | -33.5% | -34.1% |
| 3M | -20.0% | -11.9% | -8.1% | -17.3% |
| 6M | -0.7% | +0.9% | -1.7% | -1.7% |
| YTD | +94.7% | +40.4% | +54.3% | +75.6% |
| 1Y | +106.0% | +56.6% | +49.4% | +80.1% |
| 3Y | +124.3% | +125.5% | -1.2% | +73.4% |
| 5Y | +78.0% | +292.8% | -214.9% | +16.0% |
| 10Y | +1,225.9% | +787.1% | +438.9% | +577.3% |
| All | +1,225.9% | +804.7% | +421.2% | +577.3% |
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