+147.4%
URI vs STLD
+105.6%
+41.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +0.9% |
| 7D | -9.8% | -11.1% | +1.3% | -5.1% |
| 30D | +1.7% | -4.8% | +6.5% | +3.9% |
| 3M | -9.1% | -14.6% | +5.5% | -3.4% |
| 6M | +9.9% | -7.4% | +17.3% | +11.6% |
| YTD | +31.2% | +32.6% | -1.3% | +10.5% |
| 1Y | +25.9% | +47.3% | -21.4% | +0.3% |
| 3Y | +147.4% | +107.5% | +39.8% | +63.2% |
| All | +147.4% | +105.6% | +41.7% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling