-19.7%
USAR vs STLD
+105.6%
-125.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.5% | +10.4% | +10.7% |
| 7D | -14.5% | -11.1% | -3.4% | -10.4% |
| 30D | -37.8% | -4.8% | -33.1% | -36.4% |
| 3M | -52.8% | -14.6% | -38.2% | -50.0% |
| 6M | -71.2% | -7.4% | -63.8% | -70.5% |
| YTD | -30.9% | +32.6% | -63.4% | -34.8% |
| 1Y | -48.0% | +47.3% | -95.3% | -51.9% |
| 3Y | -19.7% | +107.5% | -127.2% | -28.1% |
| All | -19.7% | +105.6% | -125.3% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling