+7,128.3%
URI vs STLD
+8,396.6%
-1,268.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.6% | +0.5% | -3.7% |
| 7D | -12.9% | -12.5% | -0.4% | -7.4% |
| 30D | -3.4% | -6.8% | +3.4% | -0.3% |
| 3M | -10.0% | -16.4% | +6.3% | -3.2% |
| 6M | +12.2% | -6.1% | +18.3% | +13.6% |
| YTD | +29.8% | +32.0% | -2.2% | +11.1% |
| 1Y | +24.6% | +45.5% | -20.9% | +1.9% |
| 3Y | +137.6% | +106.5% | +31.1% | +61.8% |
| 5Y | +176.6% | +267.2% | -90.6% | +41.7% |
| 10Y | +1,402.6% | +878.9% | +523.7% | +393.2% |
| All | +7,128.3% | +8,396.6% | -1,268.3% | +624.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling