+246.2%
UPS vs STLD
+10,410.8%
-10,164.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.6% |
| 7D | 0.0% | -11.1% | +11.2% | +2.3% |
| 30D | +17.3% | -4.8% | +22.1% | +18.4% |
| 3M | +6.6% | -14.6% | +21.2% | +9.6% |
| 6M | +12.0% | -7.4% | +19.4% | +13.0% |
| YTD | +14.4% | +32.6% | -18.2% | +7.2% |
| 1Y | +23.3% | +47.3% | -24.0% | +13.2% |
| 3Y | -9.6% | +107.5% | -117.2% | -23.6% |
| 5Y | -34.1% | +268.8% | -302.9% | -51.2% |
| 10Y | +49.5% | +883.3% | -833.8% | -12.8% |
| All | +246.2% | +10,410.8% | -10,164.6% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling