+422.5%
STM vs UEC
+765.9%
-343.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.1% | -3.4% | +4.8% |
| 7D | -5.6% | +1.5% | -7.0% | -5.7% |
| 30D | -14.4% | -17.1% | +2.6% | -11.2% |
| 3M | -20.5% | -32.3% | +11.9% | -14.6% |
| 6M | -24.5% | -49.7% | +25.2% | -14.7% |
| YTD | +72.7% | -34.8% | +107.4% | +83.8% |
| 1Y | +91.0% | -37.5% | +128.6% | +103.5% |
| 3Y | +13.5% | +37.1% | -23.5% | -2.3% |
| 5Y | -9.2% | +44.3% | -53.5% | -29.2% |
| 10Y | +422.5% | +737.4% | -314.8% | +174.7% |
| All | +422.5% | +765.9% | -343.4% | +174.7% |
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