+35.6%
UNP vs STLD
+255.4%
-219.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -4.6% | -11.1% | +6.6% | -2.2% |
| 30D | +5.6% | -4.8% | +10.4% | +6.6% |
| 3M | -1.3% | -14.6% | +13.2% | +1.6% |
| 6M | +9.2% | -7.4% | +16.6% | +10.0% |
| YTD | +27.3% | +32.6% | -5.2% | +17.8% |
| 1Y | +35.9% | +47.3% | -11.4% | +22.7% |
| 3Y | +45.5% | +107.5% | -62.1% | +19.3% |
| All | +35.6% | +255.4% | -219.8% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling