+263.8%
STLA vs UEC
+367.2%
-103.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +2.6% | -6.9% | +9.5% | +3.4% |
| 30D | -1.2% | +7.6% | -8.9% | -2.3% |
| 3M | -24.8% | -18.4% | -6.4% | -23.5% |
| 6M | -25.6% | -23.3% | -2.3% | -24.4% |
| YTD | -48.9% | -1.2% | -47.7% | -50.2% |
| 1Y | -38.8% | +2.3% | -41.1% | -41.3% |
| 3Y | -64.5% | +162.3% | -226.8% | -71.1% |
| 5Y | -62.4% | +287.2% | -349.7% | -72.6% |
| 10Y | +55.4% | +1,009.6% | -954.2% | -12.4% |
| All | +263.8% | +367.2% | -103.4% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling