+91.1%
SFM vs UEC
+156.3%
-65.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.0% | -9.5% | -6.6% |
| 7D | -5.8% | +2.6% | -8.4% | -5.9% |
| 30D | -11.4% | +5.6% | -17.0% | -11.7% |
| 3M | -12.2% | -5.7% | -6.5% | -12.4% |
| 6M | -5.2% | -8.0% | +2.9% | -5.8% |
| YTD | -4.5% | +1.8% | -6.3% | -6.8% |
| 1Y | -45.4% | +0.6% | -46.0% | -47.2% |
| 3Y | +91.1% | +155.2% | -64.1% | +57.2% |
| All | +91.1% | +156.3% | -65.2% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling