+244.6%
STM vs UEC
+4.1%
+240.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.8% | -2.4% | +3.4% |
| 7D | -10.7% | -10.2% | -0.5% | -9.1% |
| 30D | -25.7% | -26.9% | +1.2% | -21.9% |
| 3M | -21.6% | -35.7% | +14.1% | -16.2% |
| 6M | -27.8% | -56.1% | +28.3% | -18.5% |
| YTD | +61.8% | -40.8% | +102.5% | +72.9% |
| 1Y | +78.1% | -43.4% | +121.5% | +90.6% |
| 3Y | +4.9% | +25.4% | -20.5% | -5.5% |
| 5Y | -14.3% | +51.1% | -65.4% | -29.7% |
| 10Y | +414.1% | +695.4% | -281.3% | +188.9% |
| All | +244.6% | +4.1% | +240.5% | +61.5% |
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