+98.3%
USB vs STLD
+135.5%
-37.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.3% |
| 7D | +1.4% | +3.1% | -1.7% | +0.3% |
| 30D | -1.3% | -9.0% | +7.7% | +1.7% |
| 3M | +15.2% | -12.4% | +27.6% | +20.0% |
| 6M | +18.8% | +25.5% | -6.7% | +7.5% |
| YTD | +21.0% | +43.6% | -22.6% | +3.4% |
| 1Y | +34.0% | +87.2% | -53.2% | +2.3% |
| All | +98.3% | +135.5% | -37.3% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling