-29.4%
STZ vs UEC
+47.5%
-77.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.6% | -2.0% |
| 7D | +4.9% | -10.2% | +15.2% | +5.3% |
| 30D | +20.9% | -26.9% | +47.8% | +22.1% |
| 3M | +8.0% | -35.7% | +43.7% | +9.5% |
| 6M | -5.3% | -56.1% | +50.8% | -2.8% |
| YTD | +5.9% | -40.8% | +46.7% | +6.8% |
| 1Y | +14.2% | -43.4% | +57.6% | +15.1% |
| 3Y | -37.0% | +25.4% | -62.3% | -40.9% |
| All | -29.4% | +47.5% | -77.0% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling