+132.6%
SFM vs UEC
+623.0%
-490.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.4% |
| 7D | -7.1% | +0.6% | -7.6% | -7.2% |
| 30D | -21.4% | -18.1% | -3.3% | -20.5% |
| 3M | -40.1% | -36.9% | -3.2% | -38.5% |
| 6M | -38.0% | -56.1% | +18.1% | -35.3% |
| YTD | -36.5% | -38.1% | +1.6% | -36.0% |
| 1Y | -35.2% | -41.7% | +6.5% | -34.5% |
| 3Y | +23.5% | +28.2% | -4.7% | +13.6% |
| 5Y | +109.7% | +31.7% | +78.0% | +85.6% |
| 10Y | +132.6% | +685.9% | -553.3% | +53.1% |
| All | +132.6% | +623.0% | -490.4% | +53.1% |
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