+259.2%
SGI vs UEC
+939.6%
-680.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.0% | +1.9% | -2.4% |
| 7D | -4.9% | -4.3% | -0.6% | -4.3% |
| 30D | +1.6% | -3.8% | +5.4% | +1.8% |
| 3M | -3.2% | +17.0% | -20.2% | -6.1% |
| 6M | -16.0% | -23.9% | +7.9% | -14.2% |
| YTD | -25.4% | -5.7% | -19.8% | -27.0% |
| 1Y | -21.6% | -12.5% | -9.0% | -23.6% |
| 3Y | +52.9% | +136.5% | -83.6% | +19.4% |
| 5Y | +47.5% | +243.3% | -195.8% | -1.7% |
| All | +259.2% | +939.6% | -680.4% | +54.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling