+197.6%
STT vs UEC
+696.7%
-499.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +1.3% |
| 7D | +1.1% | -5.2% | +6.3% | +1.7% |
| 30D | -1.9% | -22.0% | +20.1% | +1.4% |
| 3M | -7.6% | -37.0% | +29.4% | -2.0% |
| 6M | +16.0% | -52.7% | +68.7% | +26.6% |
| YTD | +36.2% | -38.6% | +74.8% | +40.8% |
| 1Y | +46.8% | -44.6% | +91.4% | +53.2% |
| 3Y | +177.8% | +27.1% | +150.7% | +137.8% |
| 5Y | +105.8% | +37.9% | +68.0% | +59.9% |
| 10Y | +197.6% | +631.6% | -434.1% | +39.5% |
| All | +197.6% | +696.7% | -499.1% | +39.5% |
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 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