+1,080.4%
STLD vs UEC
+933.9%
+146.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.8% | -1.2% |
| 7D | +2.7% | +2.6% | +0.1% | +2.2% |
| 30D | -8.4% | +5.6% | -14.0% | -9.6% |
| 3M | -9.9% | -5.7% | -4.1% | -10.2% |
| 6M | +33.0% | -8.0% | +41.1% | +31.6% |
| YTD | +42.6% | +1.8% | +40.8% | +37.1% |
| 1Y | +80.8% | +0.6% | +80.2% | +70.7% |
| 3Y | +143.4% | +155.2% | -11.7% | +80.6% |
| 5Y | +293.4% | +305.8% | -12.4% | +142.3% |
| 10Y | +1,080.4% | +943.0% | +137.4% | +398.6% |
| All | +1,080.4% | +933.9% | +146.5% | +398.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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