-19.0%
USAR vs STLD
+126.5%
-145.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +2.2% |
| 7D | -0.8% | +2.9% | -3.7% | -2.0% |
| 30D | -20.9% | -5.6% | -15.4% | -19.2% |
| 3M | -56.2% | -11.7% | -44.4% | -54.4% |
| 6M | -67.9% | -2.8% | -65.1% | -67.7% |
| YTD | -31.4% | +36.4% | -67.9% | -35.6% |
| 1Y | -45.1% | +50.0% | -95.1% | -49.2% |
| 3Y | -20.3% | +122.3% | -142.6% | -28.5% |
| All | -19.0% | +126.5% | -145.5% | -27.4% |
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