+1,135.8%
URI vs STLD
+761.4%
+374.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | +0.7% |
| 7D | +6.7% | +2.9% | +3.8% | +4.8% |
| 30D | +8.9% | -5.6% | +14.4% | +12.5% |
| 3M | +0.5% | -11.7% | +12.3% | +7.1% |
| 6M | +20.7% | -2.8% | +23.4% | +19.6% |
| YTD | +40.0% | +36.4% | +3.6% | +10.3% |
| 1Y | +34.4% | +50.0% | -15.6% | -0.4% |
| 3Y | +149.5% | +122.3% | +27.2% | +37.3% |
| 5Y | +205.6% | +273.2% | -67.6% | +12.4% |
| All | +1,135.8% | +761.4% | +374.4% | +137.9% |
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