+103.9%
UMC vs STLD
+50.3%
+53.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +7.0% |
| 7D | -9.2% | -9.7% | +0.5% | -7.2% |
| 30D | -35.1% | -4.5% | -30.6% | -34.2% |
| 3M | -20.5% | -13.1% | -7.4% | -18.3% |
| 6M | -1.7% | -2.8% | +1.0% | -1.8% |
| YTD | +92.8% | +35.3% | +57.4% | +97.8% |
| All | +103.9% | +50.3% | +53.6% | +107.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling