+23.3%
UPS vs STLD
+45.5%
-22.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.6% |
| 7D | 0.0% | -11.1% | +11.2% | +3.0% |
| 30D | +17.3% | -4.8% | +22.1% | +18.6% |
| 3M | +6.6% | -14.6% | +21.2% | +10.8% |
| 6M | +12.0% | -7.4% | +19.4% | +13.0% |
| YTD | +14.4% | +32.6% | -18.2% | -1.8% |
| 1Y | +23.3% | +47.3% | -24.0% | -1.3% |
| All | +23.3% | +45.5% | -22.2% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling