+272.7%
SFM vs UEC
+939.6%
-666.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -0.9% |
| 7D | -8.8% | -4.3% | -4.5% | -8.5% |
| 30D | -14.5% | -3.8% | -10.6% | -14.4% |
| 3M | -16.8% | +17.0% | -33.8% | -18.0% |
| 6M | -5.3% | -23.9% | +18.5% | -4.8% |
| YTD | -9.4% | -5.7% | -3.7% | -10.8% |
| 1Y | -46.2% | -12.5% | -33.6% | -47.1% |
| 3Y | +81.3% | +136.5% | -55.2% | +60.5% |
| 5Y | +211.9% | +243.3% | -31.4% | +156.8% |
| All | +272.7% | +939.6% | -666.9% | +144.0% |
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