+199.3%
URI vs STLD
+269.6%
-70.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.1% | +4.8% | +5.8% |
| 7D | -4.0% | -9.7% | +5.6% | +1.1% |
| 30D | +6.8% | -4.5% | +11.3% | +9.3% |
| 3M | -2.8% | -13.1% | +10.3% | +3.4% |
| 6M | +20.9% | -2.8% | +23.6% | +20.1% |
| YTD | +40.2% | +35.3% | +4.9% | +15.0% |
| 1Y | +34.1% | +51.4% | -17.3% | +3.3% |
| 3Y | +164.1% | +117.9% | +46.2% | +59.9% |
| 5Y | +199.3% | +272.6% | -73.3% | +32.8% |
| All | +199.3% | +269.6% | -70.3% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling