+75.4%
USAR vs STLD
+136.7%
-61.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +2.3% | +2.7% | -0.3% | +1.4% |
| 30D | -8.6% | -8.4% | -0.2% | -6.3% |
| 3M | -20.5% | -9.9% | -10.6% | -18.4% |
| 6M | +1.2% | +33.0% | -31.8% | -6.0% |
| YTD | +48.4% | +42.6% | +5.8% | +37.0% |
| 1Y | +30.6% | +80.8% | -50.1% | +16.3% |
| 3Y | +73.6% | +143.4% | -69.8% | +53.2% |
| All | +75.4% | +136.7% | -61.3% | +54.7% |
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 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