-52.6%
STLA vs UEC
-46.3%
-6.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.9% | +8.7% | +4.3% |
| 7D | -0.6% | -13.8% | +13.1% | +0.9% |
| 30D | +3.6% | -23.1% | +26.7% | +6.1% |
| 3M | -20.6% | -31.5% | +10.9% | -18.0% |
| 6M | -34.3% | -51.5% | +17.2% | -31.2% |
| YTD | -57.3% | -38.4% | -18.9% | -57.5% |
| 1Y | -52.6% | -44.7% | -8.0% | -53.0% |
| All | -52.6% | -46.3% | -6.3% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling