+330.7%
STM vs UEC
+73.5%
+257.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | -6.9% | +12.7% | +6.9% |
| 30D | -1.0% | +7.6% | -8.7% | -2.3% |
| 3M | -33.3% | -18.4% | -14.9% | -31.5% |
| 6M | +57.4% | -23.3% | +80.6% | +62.2% |
| YTD | +102.2% | -1.2% | +103.4% | +99.6% |
| 1Y | +99.6% | +2.3% | +97.3% | +93.4% |
| 3Y | +14.5% | +162.3% | -147.8% | -8.2% |
| 5Y | +21.4% | +287.2% | -265.9% | -14.1% |
| 10Y | +695.0% | +1,009.6% | -314.7% | +321.3% |
| All | +330.7% | +73.5% | +257.2% | +86.5% |
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