+212.7%
SFM vs UEC
+289.3%
-76.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -3.8% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -14.3% | +1.9% | -16.3% | -14.5% |
| 3M | -13.7% | +8.9% | -22.6% | -14.3% |
| 6M | -6.0% | -14.5% | +8.4% | -6.2% |
| YTD | -8.2% | -0.7% | -7.5% | -9.8% |
| 1Y | -46.2% | -4.1% | -42.2% | -47.4% |
| 3Y | +83.6% | +148.9% | -65.4% | +65.4% |
| 5Y | +212.7% | +300.0% | -87.3% | +178.7% |
| All | +212.7% | +289.3% | -76.6% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling