+1,585.5%
STLD vs UEC
+73.5%
+1,512.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.1% | -6.9% | +10.1% | +4.4% |
| 30D | -9.0% | +7.6% | -16.6% | -10.5% |
| 3M | -12.4% | -18.4% | +6.0% | -10.6% |
| 6M | +25.5% | -23.3% | +48.8% | +28.0% |
| YTD | +43.6% | -1.2% | +44.8% | +38.7% |
| 1Y | +87.2% | +2.3% | +84.9% | +76.0% |
| 3Y | +135.2% | +162.3% | -27.0% | +74.2% |
| 5Y | +290.9% | +287.2% | +3.6% | +145.6% |
| 10Y | +1,113.5% | +1,009.6% | +103.8% | +412.7% |
| All | +1,585.5% | +73.5% | +1,512.0% | +431.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling