+1,063.5%
SCCO vs UEC
+885.8%
+177.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.8% | +0.8% |
| 7D | -2.7% | -9.4% | +6.8% | -0.5% |
| 30D | -0.7% | -8.0% | +7.3% | +1.0% |
| 3M | +8.1% | -1.7% | +9.8% | +8.3% |
| 6M | +4.1% | -26.1% | +30.3% | +9.5% |
| YTD | +41.1% | -10.5% | +51.7% | +42.5% |
| 1Y | +95.6% | -13.3% | +108.8% | +95.9% |
| 3Y | +179.3% | +116.4% | +62.9% | +120.1% |
| 5Y | +308.3% | +225.5% | +82.8% | +169.1% |
| All | +1,063.5% | +885.8% | +177.7% | +376.5% |
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 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