+45.6%
UPS vs STLD
+868.9%
-823.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.6% |
| 7D | 0.0% | -11.1% | +11.2% | +2.9% |
| 30D | +17.3% | -4.8% | +22.1% | +18.6% |
| 3M | +6.6% | -14.6% | +21.2% | +10.3% |
| 6M | +12.0% | -7.4% | +19.4% | +13.2% |
| YTD | +14.4% | +32.6% | -18.2% | +5.2% |
| 1Y | +23.3% | +47.3% | -24.0% | +10.4% |
| 3Y | -9.6% | +107.5% | -117.2% | -27.2% |
| 5Y | -34.1% | +268.8% | -302.9% | -55.5% |
| All | +45.6% | +868.9% | -823.3% | -22.6% |
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