+657.6%
STM vs UEC
+933.9%
-276.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.1% |
| 7D | +5.2% | +2.6% | +2.6% | +4.7% |
| 30D | -7.4% | +5.6% | -13.0% | -8.6% |
| 3M | -30.6% | -5.7% | -24.9% | -30.3% |
| 6M | +66.4% | -8.0% | +74.4% | +66.9% |
| YTD | +101.1% | +1.8% | +99.3% | +96.6% |
| 1Y | +97.4% | +0.6% | +96.8% | +90.2% |
| 3Y | +21.1% | +155.2% | -134.0% | -7.8% |
| 5Y | +22.5% | +305.8% | -283.3% | -21.6% |
| 10Y | +657.6% | +943.0% | -285.4% | +257.8% |
| All | +657.6% | +933.9% | -276.3% | +257.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling