-26.3%
USAR vs STLD
+119.1%
-145.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.6% | -1.9% | -6.8% |
| 7D | -29.5% | -12.5% | -17.0% | -25.9% |
| 30D | -46.0% | -6.8% | -39.2% | -44.4% |
| 3M | -56.8% | -16.4% | -40.4% | -54.1% |
| 6M | -72.9% | -6.1% | -66.8% | -72.3% |
| YTD | -37.6% | +32.0% | -69.6% | -40.7% |
| 1Y | -56.0% | +45.5% | -101.5% | -58.8% |
| 3Y | -27.5% | +106.5% | -134.0% | -34.1% |
| All | -26.3% | +119.1% | -145.4% | -33.1% |
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 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