+103.8%
SFM vs UEC
+41.6%
+62.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.1% | -9.1% | +0.5% |
| 7D | -10.2% | +1.5% | -11.7% | -10.3% |
| 30D | -23.9% | -17.1% | -6.8% | -23.3% |
| 3M | -42.3% | -32.3% | -9.9% | -41.4% |
| 6M | -40.1% | -49.7% | +9.6% | -38.8% |
| YTD | -37.8% | -34.8% | -3.0% | -37.8% |
| 1Y | -37.1% | -37.5% | +0.5% | -37.1% |
| 3Y | +21.5% | +37.1% | -15.5% | +12.2% |
| 5Y | +103.8% | +44.3% | +59.5% | +85.0% |
| All | +103.8% | +41.6% | +62.1% | +85.0% |
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 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