+102.9%
SFM vs UEC
+399.6%
-296.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | -0.1% | -6.9% | +6.9% | +0.4% |
| 30D | -4.4% | +7.6% | -12.0% | -4.9% |
| 3M | +1.5% | -18.4% | +19.9% | +2.3% |
| 6M | +6.5% | -23.3% | +29.7% | +7.0% |
| YTD | +2.2% | -1.2% | +3.4% | +0.5% |
| 1Y | -41.9% | +2.3% | -44.2% | -43.4% |
| 3Y | +106.8% | +162.3% | -55.5% | +84.1% |
| 5Y | +231.6% | +287.2% | -55.7% | +176.4% |
| 10Y | +258.4% | +1,009.6% | -751.2% | +148.9% |
| All | +102.9% | +399.6% | -296.6% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling