-73.7%
STLA vs UEC
+19.3%
-93.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -0.9% |
| 7D | -4.5% | -10.2% | +5.7% | -3.6% |
| 30D | -3.9% | -26.9% | +23.0% | -1.3% |
| 3M | -20.2% | -35.7% | +15.5% | -17.2% |
| 6M | -42.2% | -56.1% | +14.0% | -38.7% |
| YTD | -59.3% | -40.8% | -18.6% | -58.4% |
| 1Y | -56.1% | -43.4% | -12.7% | -55.1% |
| 3Y | -73.7% | +25.4% | -99.0% | -75.4% |
| All | -73.7% | +19.3% | -93.0% | -75.4% |
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