+139.1%
STLD vs UEC
+157.0%
-18.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +3.1% | -6.9% | +10.1% | +3.8% |
| 30D | -9.0% | +7.6% | -16.6% | -9.7% |
| 3M | -12.4% | -18.4% | +6.0% | -11.3% |
| 6M | +25.5% | -23.3% | +48.8% | +26.8% |
| YTD | +43.6% | -1.2% | +44.8% | +41.2% |
| 1Y | +87.2% | +2.3% | +84.9% | +81.1% |
| All | +139.1% | +157.0% | -18.0% | +104.2% |
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