+32.8%
USB vs STLD
+47.9%
-15.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.6% | +5.5% | -0.5% |
| 7D | -1.5% | -12.5% | +11.0% | +1.3% |
| 30D | +4.3% | -6.8% | +11.1% | +5.7% |
| 3M | -6.1% | -16.4% | +10.3% | -2.7% |
| 6M | +9.4% | -6.1% | +15.5% | +9.7% |
| YTD | +15.2% | +32.0% | -16.8% | +2.4% |
| 1Y | +32.8% | +45.5% | -12.8% | +12.8% |
| All | +32.8% | +47.9% | -15.1% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling