+61.8%
UMC vs STLD
+262.0%
-200.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.1% | +3.4% |
| 7D | -17.0% | -11.1% | -5.8% | -13.8% |
| 30D | -40.6% | -4.8% | -35.8% | -39.5% |
| 3M | -27.9% | -14.6% | -13.3% | -24.5% |
| 6M | -7.5% | -7.4% | -0.1% | -6.2% |
| YTD | +79.3% | +32.6% | +46.7% | +62.3% |
| 1Y | +92.8% | +47.3% | +45.5% | +68.6% |
| 3Y | +108.2% | +107.5% | +0.6% | +57.9% |
| All | +61.8% | +262.0% | -200.2% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling