+236.5%
UMC vs STLD
+144.6%
+91.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.0% |
| 7D | +5.0% | +3.1% | +1.8% | +4.1% |
| 30D | +7.7% | -9.0% | +16.7% | +9.9% |
| 3M | +1.7% | -12.4% | +14.0% | +4.4% |
| 6M | +113.9% | +25.5% | +88.4% | +100.0% |
| YTD | +168.9% | +43.6% | +125.3% | +142.3% |
| 1Y | +207.2% | +87.2% | +120.0% | +155.8% |
| All | +236.5% | +144.6% | +91.9% | +161.4% |
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