+200.7%
STT vs UEC
+156.3%
+44.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.3% | -1.5% |
| 7D | +2.2% | +2.6% | -0.4% | +1.9% |
| 30D | +3.9% | +5.6% | -1.7% | +3.2% |
| 3M | +19.2% | -5.7% | +24.9% | +18.9% |
| 6M | +60.4% | -8.0% | +68.4% | +59.4% |
| YTD | +51.5% | +1.8% | +49.7% | +48.4% |
| 1Y | +76.3% | +0.6% | +75.7% | +71.4% |
| 3Y | +200.7% | +155.2% | +45.6% | +154.7% |
| All | +200.7% | +156.3% | +44.5% | +154.7% |
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