+284.1%
UNP vs STLD
+804.7%
-520.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.5% | +0.1% |
| 7D | -0.9% | -4.7% | +3.7% | +0.4% |
| 30D | +8.0% | -0.9% | +9.0% | +8.1% |
| 3M | +3.3% | -11.9% | +15.2% | +6.6% |
| 6M | +14.7% | +0.9% | +13.8% | +12.9% |
| YTD | +31.9% | +40.4% | -8.5% | +16.5% |
| 1Y | +37.1% | +56.6% | -19.5% | +16.9% |
| 3Y | +51.9% | +125.5% | -73.6% | +11.7% |
| 5Y | +39.3% | +292.8% | -253.5% | -20.0% |
| 10Y | +284.1% | +787.1% | -503.0% | +46.4% |
| All | +284.1% | +804.7% | -520.6% | +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