-65.6%
STLA vs UEC
+156.3%
-221.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -3.3% |
| 7D | +0.7% | +2.6% | -1.8% | +0.5% |
| 30D | -2.4% | +5.6% | -8.0% | -3.0% |
| 3M | -23.9% | -5.7% | -18.2% | -24.0% |
| 6M | -24.6% | -8.0% | -16.6% | -24.9% |
| YTD | -50.5% | +1.8% | -52.3% | -51.7% |
| 1Y | -39.8% | +0.6% | -40.4% | -42.0% |
| 3Y | -65.6% | +155.2% | -220.8% | -71.5% |
| All | -65.6% | +156.3% | -221.9% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling