+43.4%
UNP vs STLD
+135.5%
-92.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -5.3% | +3.1% | -8.5% | -6.0% |
| 30D | -1.5% | -9.0% | +7.4% | +0.2% |
| 3M | +10.3% | -12.4% | +22.6% | +12.9% |
| 6M | +9.7% | +25.5% | -15.8% | +3.2% |
| YTD | +27.1% | +43.6% | -16.5% | +15.7% |
| 1Y | +32.6% | +87.2% | -54.6% | +13.2% |
| All | +43.4% | +135.5% | -92.1% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling