-64.0%
STLA vs UEC
-46.0%
-18.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.9% | -0.1% | -5.4% |
| 7D | -13.1% | +4.9% | -18.0% | -13.5% |
| 30D | -13.3% | -17.5% | +4.2% | -11.6% |
| 3M | -27.9% | -40.1% | +12.3% | -24.5% |
| 6M | -47.8% | -56.1% | +8.3% | -44.9% |
| YTD | -64.6% | -41.8% | -22.8% | -64.8% |
| 1Y | -64.0% | -44.8% | -19.2% | -64.2% |
| All | -64.0% | -46.0% | -18.0% | -64.2% |
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 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