+92.7%
USB vs STLD
+864.5%
-771.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.6% | +5.5% | +0.9% |
| 7D | -1.5% | -12.5% | +11.0% | +3.8% |
| 30D | +4.3% | -6.8% | +11.1% | +6.9% |
| 3M | -6.1% | -16.4% | +10.3% | +0.1% |
| 6M | +9.4% | -6.1% | +15.5% | +10.3% |
| YTD | +15.2% | +32.0% | -16.8% | -0.1% |
| 1Y | +32.8% | +45.5% | -12.8% | +10.5% |
| 3Y | +91.3% | +106.5% | -15.2% | +33.3% |
| 5Y | +22.7% | +267.2% | -244.5% | -37.5% |
| All | +92.7% | +864.5% | -771.8% | -43.3% |
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