+1,445.2%
USB vs STLD
+8,634.8%
-7,189.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.8% |
| 7D | +2.4% | -3.9% | +6.3% | +3.5% |
| 30D | +6.6% | -0.4% | +6.9% | +6.5% |
| 3M | -4.1% | -9.2% | +5.1% | -1.9% |
| 6M | +12.5% | +5.0% | +7.5% | +9.9% |
| YTD | +17.6% | +42.8% | -25.2% | +4.8% |
| 1Y | +36.5% | +60.1% | -23.6% | +17.8% |
| 3Y | +95.4% | +123.5% | -28.1% | +51.1% |
| 5Y | +26.1% | +302.0% | -275.9% | -19.5% |
| 10Y | +101.3% | +959.3% | -858.0% | -4.8% |
| All | +1,445.2% | +8,634.8% | -7,189.5% | +271.9% |
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