-28.4%
STZ vs UEC
+42.4%
-70.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.9% | +9.2% | -0.3% |
| 7D | +11.8% | -20.5% | +32.3% | +12.6% |
| 30D | +26.0% | -35.9% | +61.9% | +27.9% |
| 3M | +11.5% | -39.6% | +51.1% | +13.3% |
| 6M | -2.0% | -55.3% | +53.3% | +0.5% |
| YTD | +7.9% | -44.5% | +52.4% | +9.0% |
| 1Y | +13.9% | -50.4% | +64.3% | +15.5% |
| 3Y | -35.8% | +12.1% | -48.0% | -39.5% |
| 5Y | -28.4% | +41.5% | -69.9% | -35.3% |
| All | -28.4% | +42.4% | -70.8% | -35.3% |
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 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