+296.3%
STLD vs UEC
+267.5%
+28.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.1% | -6.9% | +10.1% | +4.2% |
| 30D | -9.0% | +7.6% | -16.6% | -10.2% |
| 3M | -12.4% | -18.4% | +6.0% | -10.8% |
| 6M | +25.5% | -23.3% | +48.8% | +27.6% |
| YTD | +43.6% | -1.2% | +44.8% | +39.4% |
| 1Y | +87.2% | +2.3% | +84.9% | +77.2% |
| 3Y | +135.2% | +162.3% | -27.0% | +75.9% |
| All | +296.3% | +267.5% | +28.8% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling