+274.7%
UNP vs STLD
+1,087.1%
-812.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -5.3% | +3.1% | -8.5% | -6.3% |
| 30D | -1.5% | -9.0% | +7.4% | +0.9% |
| 3M | +10.3% | -12.4% | +22.6% | +13.8% |
| 6M | +9.7% | +25.5% | -15.8% | +1.0% |
| YTD | +27.1% | +43.6% | -16.5% | +11.9% |
| 1Y | +32.6% | +87.2% | -54.6% | +6.9% |
| 3Y | +40.0% | +135.2% | -95.2% | +1.9% |
| 5Y | +50.8% | +290.9% | -240.0% | -12.8% |
| All | +274.7% | +1,087.1% | -812.4% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling