+588.0%
STX vs UEC
+19.3%
+568.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -2.8% |
| 7D | -28.5% | -10.2% | -18.2% | -26.4% |
| 30D | -42.9% | -26.9% | -16.0% | -38.5% |
| 3M | -45.9% | -35.7% | -10.2% | -40.6% |
| 6M | -41.3% | -56.1% | +14.8% | -30.8% |
| YTD | +67.9% | -40.8% | +108.7% | +86.2% |
| 1Y | +66.5% | -43.4% | +109.9% | +85.4% |
| 3Y | +588.0% | +25.4% | +562.6% | +541.3% |
| All | +588.0% | +19.3% | +568.7% | +541.3% |
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 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