+297.5%
STT vs UEC
+8.7%
+288.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | +0.4% | +0.6% | -0.1% | +0.3% |
| 30D | -0.4% | -18.1% | +17.7% | +1.9% |
| 3M | -6.5% | -36.9% | +30.4% | -1.6% |
| 6M | +17.2% | -56.1% | +73.3% | +27.8% |
| YTD | +38.2% | -38.1% | +76.3% | +42.3% |
| 1Y | +49.3% | -41.7% | +91.0% | +54.2% |
| 3Y | +181.9% | +28.2% | +153.7% | +149.0% |
| 5Y | +106.9% | +31.7% | +75.2% | +70.7% |
| 10Y | +203.1% | +685.9% | -482.7% | +71.3% |
| All | +297.5% | +8.7% | +288.8% | +77.7% |
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