-17.9%
USAR vs STLD
+136.0%
-153.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.1% | +3.9% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | -30.1% | -0.1% | -30.0% | -29.9% |
| 3M | -56.3% | -9.2% | -47.1% | -55.0% |
| 6M | -68.6% | +1.8% | -70.3% | -68.8% |
| YTD | -30.5% | +42.1% | -72.7% | -35.7% |
| 1Y | -53.5% | +58.5% | -112.0% | -57.7% |
| 3Y | -19.3% | +128.2% | -147.5% | -28.6% |
| All | -17.9% | +136.0% | -153.9% | -27.5% |
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