+74.9%
USAR vs STLD
+138.4%
-63.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.1% |
| 7D | -2.1% | +3.1% | -5.3% | -3.1% |
| 30D | +2.6% | -9.0% | +11.6% | +5.5% |
| 3M | -35.0% | -12.4% | -22.7% | -32.5% |
| 6M | -6.9% | +25.5% | -32.4% | -12.6% |
| YTD | +48.0% | +43.6% | +4.4% | +36.3% |
| 1Y | +24.8% | +87.2% | -62.4% | +10.5% |
| 3Y | +73.2% | +135.2% | -62.0% | +52.5% |
| All | +74.9% | +138.4% | -63.6% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling