-9.7%
STZ vs UEC
+988.7%
-998.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.9% | -6.9% | +5.0% | -1.5% |
| 30D | -1.9% | +7.6% | -9.5% | -2.5% |
| 3M | -6.2% | -18.4% | +12.2% | -5.5% |
| 6M | -14.0% | -23.3% | +9.3% | -13.4% |
| YTD | -5.1% | -1.2% | -3.9% | -6.5% |
| 1Y | -9.6% | +2.3% | -11.9% | -11.9% |
| 3Y | -47.2% | +162.3% | -209.5% | -53.6% |
| 5Y | -33.6% | +287.2% | -320.8% | -46.4% |
| All | -9.7% | +988.7% | -998.4% | -40.6% |
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