-21.4%
USAR vs STLD
+133.1%
-154.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.8% | -13.4% | -10.9% |
| 7D | -9.1% | -4.7% | -4.4% | -7.5% |
| 30D | -36.9% | -0.9% | -36.0% | -36.6% |
| 3M | -58.4% | -11.9% | -46.5% | -56.7% |
| 6M | -70.6% | +0.9% | -71.5% | -70.8% |
| YTD | -33.4% | +40.4% | -73.9% | -38.2% |
| 1Y | -54.0% | +56.6% | -110.6% | -58.0% |
| 3Y | -22.7% | +125.5% | -148.1% | -31.3% |
| All | -21.4% | +133.1% | -154.5% | -30.2% |
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