+146.3%
UMC vs STLD
+14,569.6%
-14,423.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +6.7% |
| 7D | -9.2% | -9.7% | +0.5% | -5.3% |
| 30D | -35.1% | -4.5% | -30.6% | -33.8% |
| 3M | -20.5% | -13.1% | -7.4% | -16.4% |
| 6M | -1.7% | -2.8% | +1.0% | -1.8% |
| YTD | +92.8% | +35.3% | +57.4% | +69.3% |
| 1Y | +104.5% | +51.4% | +53.1% | +72.0% |
| 3Y | +129.8% | +117.9% | +11.9% | +63.2% |
| 5Y | +74.0% | +272.6% | -198.6% | -3.5% |
| 10Y | +1,198.4% | +782.2% | +416.2% | +349.8% |
| All | +146.3% | +14,569.6% | -14,423.3% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling