+133.6%
SFM vs UEC
+616.1%
-482.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +6.0% | -3.8% | +9.8% | +6.3% |
| 30D | -19.5% | -13.5% | -6.0% | -18.8% |
| 3M | -37.0% | -40.5% | +3.5% | -35.1% |
| 6M | -41.0% | -56.7% | +15.7% | -38.3% |
| YTD | -34.6% | -43.0% | +8.3% | -33.7% |
| 1Y | -36.3% | -42.5% | +6.3% | -35.6% |
| 3Y | +24.5% | +11.6% | +13.0% | +15.7% |
| 5Y | +115.9% | +21.8% | +94.1% | +92.0% |
| All | +133.6% | +616.1% | -482.5% | +54.4% |
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