-40.7%
STLA vs UEC
-1.0%
-39.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.7% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -5.2% | +1.9% | -7.1% | -5.5% |
| 3M | -24.9% | +8.9% | -33.8% | -25.5% |
| 6M | -25.2% | -14.5% | -10.7% | -25.2% |
| YTD | -51.4% | -0.7% | -50.7% | -52.4% |
| 1Y | -40.7% | -4.1% | -36.6% | -42.1% |
| All | -40.7% | -1.0% | -39.7% | -42.1% |
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