+686.9%
SEI vs UEC
+601.3%
+85.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.2% | +10.3% | +6.5% |
| 7D | +22.6% | -9.4% | +32.0% | +25.9% |
| 30D | +9.1% | -8.0% | +17.1% | +10.9% |
| 3M | -11.3% | -1.7% | -9.6% | -11.2% |
| 6M | +22.0% | -26.1% | +48.2% | +29.3% |
| YTD | +47.3% | -10.5% | +57.8% | +47.5% |
| 1Y | +124.8% | -13.3% | +138.0% | +124.7% |
| 3Y | +591.3% | +116.4% | +474.9% | +421.2% |
| 5Y | +1,008.2% | +225.5% | +782.7% | +578.6% |
| All | +686.9% | +601.3% | +85.6% | +221.9% |
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