+2,038.9%
STX vs UEC
+631.2%
+1,407.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.8% | -0.2% |
| 7D | +16.8% | +4.9% | +11.9% | +15.9% |
| 30D | -27.0% | -17.5% | -9.6% | -24.5% |
| 3M | -37.9% | -40.1% | +2.3% | -32.7% |
| 6M | -32.5% | -56.1% | +23.6% | -23.8% |
| YTD | +98.6% | -41.8% | +140.4% | +113.8% |
| 1Y | +93.6% | -44.8% | +138.4% | +109.5% |
| 3Y | +699.1% | +20.6% | +678.5% | +635.7% |
| 5Y | +481.0% | +24.3% | +456.7% | +397.2% |
| All | +2,038.9% | +631.2% | +1,407.8% | +1,138.6% |
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