+202.1%
URI vs STLD
+289.0%
-86.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.8% | -3.9% |
| 7D | -6.0% | -4.7% | -1.3% | -3.7% |
| 30D | +4.6% | -0.9% | +5.5% | +5.0% |
| 3M | -2.7% | -11.9% | +9.2% | +2.8% |
| 6M | +18.4% | +0.9% | +17.5% | +15.4% |
| YTD | +37.4% | +40.4% | -3.1% | +10.5% |
| 1Y | +30.4% | +56.6% | -26.2% | -1.3% |
| 3Y | +147.9% | +125.5% | +22.4% | +47.6% |
| 5Y | +202.1% | +292.8% | -90.8% | +30.8% |
| All | +202.1% | +289.0% | -86.9% | +30.8% |
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