-19.9%
USAR vs STLD
+134.1%
-154.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | +8.8% | +6.9% | +1.9% | +6.1% |
| 30D | -28.5% | -1.5% | -27.0% | -27.9% |
| 3M | -56.2% | -9.7% | -46.5% | -54.8% |
| 6M | -68.4% | +2.3% | -70.7% | -68.7% |
| YTD | -32.2% | +41.0% | -73.2% | -37.1% |
| 1Y | -52.3% | +51.8% | -104.1% | -56.2% |
| 3Y | -21.2% | +126.4% | -147.6% | -30.1% |
| All | -19.9% | +134.1% | -154.0% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling