+782.2%
STLD vs UEC
+765.9%
+16.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.1% | -8.0% | +0.4% |
| 7D | -9.7% | +1.5% | -11.1% | -9.9% |
| 30D | -4.5% | -17.1% | +12.5% | -1.9% |
| 3M | -13.1% | -32.3% | +19.2% | -8.2% |
| 6M | -2.8% | -49.7% | +47.0% | +6.3% |
| YTD | +35.3% | -34.8% | +70.1% | +39.2% |
| 1Y | +51.4% | -37.5% | +88.9% | +55.7% |
| 3Y | +117.9% | +37.1% | +80.9% | +80.2% |
| 5Y | +272.6% | +44.3% | +228.3% | +178.0% |
| 10Y | +782.2% | +737.4% | +44.8% | +304.8% |
| All | +782.2% | +765.9% | +16.3% | +304.8% |
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