+1,857.3%
UMC vs STLD
+1,092.8%
+764.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +13.6% | -2.8% | +16.4% | +14.4% |
| 30D | +20.8% | -10.4% | +31.1% | +24.0% |
| 3M | +16.1% | -10.6% | +26.7% | +18.6% |
| 6M | +137.3% | +32.7% | +104.6% | +118.7% |
| YTD | +193.8% | +42.8% | +151.0% | +163.9% |
| 1Y | +236.1% | +86.9% | +149.1% | +179.8% |
| 3Y | +267.1% | +143.8% | +123.3% | +178.7% |
| 5Y | +145.3% | +293.5% | -148.2% | +60.9% |
| 10Y | +1,857.3% | +1,122.7% | +734.7% | +919.6% |
| All | +1,857.3% | +1,092.8% | +764.5% | +919.6% |
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 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