+42.6%
UNP vs STLD
+59.7%
-17.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.1% |
| 7D | +3.6% | -3.9% | +7.6% | +4.1% |
| 30D | +11.4% | -0.4% | +11.7% | +11.3% |
| 3M | +4.6% | -9.2% | +13.8% | +5.9% |
| 6M | +18.3% | +5.0% | +13.3% | +16.0% |
| YTD | +35.4% | +42.8% | -7.4% | +20.2% |
| 1Y | +42.6% | +60.1% | -17.5% | +23.6% |
| All | +42.6% | +59.7% | -17.1% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling