+21.7%
STM vs UEC
+151.4%
-129.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | -6.9% | +12.7% | +7.3% |
| 30D | -1.0% | +7.6% | -8.7% | -2.7% |
| 3M | -33.3% | -18.4% | -14.9% | -31.5% |
| 6M | +57.4% | -23.3% | +80.6% | +61.5% |
| YTD | +102.2% | -1.2% | +103.4% | +99.6% |
| 1Y | +99.6% | +2.3% | +97.3% | +93.6% |
| All | +21.7% | +151.4% | -129.8% | -0.7% |
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 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