+203.4%
URI vs STLD
+292.4%
-89.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.4% |
| 7D | -2.0% | +3.1% | -5.1% | -3.7% |
| 30D | -12.9% | -9.0% | -4.0% | -9.3% |
| 3M | -6.7% | -12.4% | +5.6% | -1.6% |
| 6M | +19.0% | +25.5% | -6.5% | +3.4% |
| YTD | +25.5% | +43.6% | -18.1% | +0.4% |
| 1Y | +5.5% | +87.2% | -81.6% | -27.7% |
| 3Y | +111.3% | +135.2% | -23.9% | +23.8% |
| All | +203.4% | +292.4% | -89.0% | +33.6% |
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