+290.0%
STT vs UEC
+14.6%
+275.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.1% | -6.9% | +1.9% |
| 7D | +0.9% | +1.5% | -0.5% | +0.6% |
| 30D | -2.3% | -17.1% | +14.8% | -0.2% |
| 3M | -7.0% | -32.3% | +25.3% | -2.9% |
| 6M | +15.5% | -49.7% | +65.2% | +23.7% |
| YTD | +35.6% | -34.8% | +70.4% | +38.8% |
| 1Y | +47.9% | -37.5% | +85.4% | +51.4% |
| 3Y | +181.1% | +37.1% | +144.0% | +146.2% |
| 5Y | +108.2% | +44.3% | +63.9% | +69.8% |
| 10Y | +201.0% | +737.4% | -536.4% | +68.7% |
| All | +290.0% | +14.6% | +275.4% | +73.3% |
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