+122.3%
STLD vs UEC
+18.1%
+104.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -3.0% |
| 7D | +2.9% | -3.8% | +6.7% | +3.2% |
| 30D | -5.6% | -13.5% | +8.0% | -4.4% |
| 3M | -11.7% | -40.5% | +28.8% | -7.9% |
| 6M | -2.8% | -56.7% | +53.9% | +3.7% |
| YTD | +36.4% | -43.0% | +79.4% | +40.6% |
| 1Y | +50.0% | -42.5% | +92.5% | +53.8% |
| 3Y | +122.3% | +11.6% | +110.8% | +102.2% |
| All | +122.3% | +18.1% | +104.2% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling