+1,340.7%
URI vs STLD
+868.9%
+471.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +0.9% |
| 7D | -9.8% | -11.1% | +1.3% | -3.0% |
| 30D | +1.7% | -4.8% | +6.5% | +4.7% |
| 3M | -9.1% | -14.6% | +5.5% | -1.2% |
| 6M | +9.9% | -7.4% | +17.3% | +12.1% |
| YTD | +31.2% | +32.6% | -1.3% | +4.9% |
| 1Y | +25.9% | +47.3% | -21.4% | -6.0% |
| 3Y | +147.4% | +107.5% | +39.8% | +41.1% |
| 5Y | +179.7% | +268.8% | -89.1% | +1.9% |
| All | +1,340.7% | +868.9% | +471.8% | +97.8% |
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