+9,336.1%
UNH vs STLD
+8,008.3%
+1,327.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -3.2% | -11.1% | +8.0% | -1.1% |
| 30D | +4.8% | -4.8% | +9.6% | +5.7% |
| 3M | -1.8% | -14.6% | +12.7% | +0.7% |
| 6M | +8.6% | -7.4% | +16.0% | +9.4% |
| YTD | +21.8% | +32.6% | -10.8% | +14.5% |
| 1Y | +25.8% | +47.3% | -21.5% | +16.1% |
| 3Y | -21.3% | +107.5% | -128.9% | -32.9% |
| 5Y | -5.3% | +268.8% | -274.2% | -29.4% |
| 10Y | +238.1% | +883.3% | -645.2% | +100.1% |
| All | +9,336.1% | +8,008.3% | +1,327.7% | +3,543.6% |
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