-12.1%
SGI vs UEC
-46.3%
+34.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.9% | +11.7% | +7.3% |
| 7D | +12.1% | -13.8% | +25.8% | +13.8% |
| 30D | +12.1% | -23.1% | +35.2% | +15.0% |
| 3M | +0.4% | -31.5% | +32.0% | +4.0% |
| 6M | -4.0% | -51.5% | +47.5% | +1.8% |
| YTD | -21.2% | -38.4% | +17.2% | -15.9% |
| 1Y | -12.1% | -44.7% | +32.6% | -6.2% |
| All | -12.1% | -46.3% | +34.3% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling