+278.9%
UNP vs STLD
+761.4%
-482.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | +0.4% |
| 7D | +4.2% | +2.9% | +1.3% | +3.3% |
| 30D | +5.6% | -5.6% | +11.1% | +7.2% |
| 3M | +2.0% | -11.7% | +13.8% | +5.2% |
| 6M | +15.4% | -2.8% | +18.2% | +14.8% |
| YTD | +32.7% | +36.4% | -3.7% | +18.2% |
| 1Y | +39.4% | +50.0% | -10.6% | +20.5% |
| 3Y | +54.3% | +122.3% | -68.0% | +14.0% |
| 5Y | +39.6% | +273.2% | -233.6% | -18.4% |
| All | +278.9% | +761.4% | -482.5% | +47.3% |
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