+37.9%
UPS vs STLD
+1,087.1%
-1,049.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -2.9% | +3.1% | -6.0% | -3.7% |
| 30D | -3.5% | -9.0% | +5.5% | -1.5% |
| 3M | -5.7% | -12.4% | +6.7% | -3.1% |
| 6M | -4.4% | +25.5% | -29.9% | -10.4% |
| YTD | +8.0% | +43.6% | -35.6% | -2.4% |
| 1Y | +29.0% | +87.2% | -58.2% | +9.1% |
| 3Y | -27.7% | +135.2% | -162.9% | -43.5% |
| 5Y | -34.3% | +290.9% | -325.2% | -56.3% |
| All | +37.9% | +1,087.1% | -1,049.2% | -31.5% |
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