+341.0%
STT vs UEC
+73.5%
+267.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.5% | -6.9% | +7.4% | +1.4% |
| 30D | +3.9% | +7.6% | -3.8% | +2.6% |
| 3M | +20.0% | -18.4% | +38.3% | +21.8% |
| 6M | +55.3% | -23.3% | +78.6% | +57.5% |
| YTD | +53.3% | -1.2% | +54.5% | +49.5% |
| 1Y | +74.7% | +2.3% | +72.4% | +67.4% |
| 3Y | +205.8% | +162.3% | +43.6% | +146.6% |
| 5Y | +145.0% | +287.2% | -142.2% | +75.3% |
| 10Y | +266.0% | +1,009.6% | -743.6% | +98.1% |
| All | +341.0% | +73.5% | +267.5% | +86.7% |
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 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