+129.1%
UMC vs STLD
+14,269.2%
-14,140.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.1% | +3.3% |
| 7D | -17.0% | -11.1% | -5.8% | -13.0% |
| 30D | -40.6% | -4.8% | -35.8% | -39.3% |
| 3M | -27.9% | -14.6% | -13.3% | -23.8% |
| 6M | -7.5% | -7.4% | -0.1% | -5.9% |
| YTD | +79.3% | +32.6% | +46.7% | +58.6% |
| 1Y | +92.8% | +47.3% | +45.5% | +63.7% |
| 3Y | +108.2% | +107.5% | +0.6% | +50.4% |
| 5Y | +68.4% | +268.8% | -200.4% | -6.3% |
| 10Y | +1,107.7% | +883.3% | +224.4% | +298.7% |
| All | +129.1% | +14,269.2% | -14,140.1% | -84.5% |
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