+1,455.8%
STLD vs UEC
+4.1%
+1,451.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -0.7% |
| 7D | -11.1% | -10.2% | -0.9% | -9.5% |
| 30D | -4.8% | -26.9% | +22.1% | +0.2% |
| 3M | -14.6% | -35.7% | +21.1% | -8.6% |
| 6M | -7.4% | -56.1% | +48.7% | +4.1% |
| YTD | +32.6% | -40.8% | +73.3% | +39.1% |
| 1Y | +47.3% | -43.4% | +90.7% | +54.6% |
| 3Y | +107.5% | +25.4% | +82.2% | +75.0% |
| 5Y | +268.8% | +51.1% | +217.7% | +174.6% |
| 10Y | +883.3% | +695.4% | +187.9% | +338.0% |
| All | +1,455.8% | +4.1% | +1,451.8% | +432.7% |
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