-40.9%
SE vs UEC
-1.0%
-39.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -6.1% | -6.9% | +0.8% | -5.2% |
| 30D | -2.5% | +7.6% | -10.1% | -3.5% |
| 3M | +21.7% | -18.4% | +40.1% | +23.5% |
| 6M | +27.0% | -23.3% | +50.3% | +27.9% |
| YTD | -12.1% | -1.2% | -10.9% | -14.0% |
| 1Y | -40.9% | +2.3% | -43.2% | -41.0% |
| All | -40.9% | -1.0% | -39.9% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling