+568.6%
SE vs UEC
+858.7%
-290.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -3.5% |
| 7D | -3.6% | -0.2% | -3.5% | -3.6% |
| 30D | -5.3% | +1.9% | -7.2% | -6.0% |
| 3M | +28.1% | +8.9% | +19.2% | +24.3% |
| 6M | +20.7% | -14.5% | +35.1% | +21.1% |
| YTD | -14.8% | -0.7% | -14.1% | -18.5% |
| 1Y | -43.6% | -4.1% | -39.5% | -46.9% |
| 3Y | +184.2% | +148.9% | +35.3% | +97.0% |
| 5Y | -66.3% | +300.0% | -366.3% | -80.6% |
| All | +568.6% | +858.7% | -290.1% | +181.0% |
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 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