+293.8%
UNP vs STLD
+779.4%
-485.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.7% |
| 7D | -3.3% | -9.7% | +6.4% | -0.4% |
| 30D | +6.7% | -4.5% | +11.2% | +8.0% |
| 3M | +1.8% | -13.1% | +14.9% | +5.5% |
| 6M | +13.3% | -2.8% | +16.1% | +12.8% |
| YTD | +30.3% | +35.3% | -5.0% | +16.3% |
| 1Y | +36.9% | +51.4% | -14.4% | +17.9% |
| 3Y | +50.9% | +117.9% | -67.0% | +12.1% |
| 5Y | +37.9% | +272.6% | -234.7% | -19.6% |
| 10Y | +293.8% | +782.2% | -488.4% | +46.4% |
| All | +293.8% | +779.4% | -485.6% | +46.4% |
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