+461.8%
STM vs UEC
+631.2%
-169.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.4% | +1.6% |
| 7D | +16.3% | +4.9% | +11.4% | +15.1% |
| 30D | -6.3% | -17.5% | +11.2% | -2.6% |
| 3M | -14.1% | -40.1% | +26.0% | -5.6% |
| 6M | -19.6% | -56.1% | +36.6% | -6.7% |
| YTD | +80.1% | -41.8% | +121.9% | +95.9% |
| 1Y | +95.4% | -44.8% | +140.2% | +113.2% |
| 3Y | +14.7% | +20.6% | -5.9% | +1.0% |
| 5Y | -5.4% | +24.3% | -29.7% | -24.2% |
| All | +461.8% | +631.2% | -169.4% | +197.4% |
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 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