+5.5%
URI vs STLD
+89.3%
-83.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | -2.0% | +3.1% | -5.1% | -2.8% |
| 30D | -12.9% | -9.0% | -4.0% | -11.1% |
| 3M | -6.7% | -12.4% | +5.6% | -4.1% |
| 6M | +19.0% | +25.5% | -6.5% | +9.2% |
| YTD | +25.5% | +43.6% | -18.1% | +10.5% |
| 1Y | +5.5% | +87.2% | -81.6% | -17.4% |
| All | +5.5% | +89.3% | -83.7% | -17.4% |
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 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