+7,682.4%
URI vs STLD
+9,094.5%
-1,412.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.3% | -3.0% |
| 7D | -4.3% | -3.9% | -0.4% | -2.5% |
| 30D | +4.6% | -0.4% | +5.0% | +4.7% |
| 3M | -2.1% | -9.2% | +7.1% | +1.4% |
| 6M | +21.9% | +5.0% | +17.0% | +17.2% |
| YTD | +39.7% | +42.8% | -3.1% | +15.3% |
| 1Y | +32.9% | +60.1% | -27.2% | +4.0% |
| 3Y | +155.8% | +123.5% | +32.3% | +68.0% |
| 5Y | +202.4% | +302.0% | -99.6% | +48.5% |
| 10Y | +1,517.7% | +959.3% | +558.5% | +412.0% |
| All | +7,682.4% | +9,094.5% | -1,412.1% | +652.3% |
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