-33.7%
UPS vs STLD
+292.4%
-326.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | -5.7% | -12.4% | +6.7% | -3.0% |
| 6M | -4.4% | +25.5% | -29.9% | -10.6% |
| YTD | +8.0% | +43.6% | -35.6% | -2.7% |
| 1Y | +29.0% | +87.2% | -58.2% | +8.7% |
| 3Y | -27.7% | +135.2% | -162.9% | -43.7% |
| All | -33.7% | +292.4% | -326.1% | -56.7% |
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