+270.7%
SGI vs UEC
+994.3%
-723.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +5.5% | +1.9% | +3.6% | +4.9% |
| 3M | -3.6% | +8.9% | -12.5% | -5.6% |
| 6M | -15.0% | -14.5% | -0.6% | -14.7% |
| YTD | -23.0% | -0.7% | -22.3% | -25.2% |
| 1Y | -18.4% | -4.1% | -14.4% | -21.6% |
| 3Y | +57.8% | +148.9% | -91.2% | +22.3% |
| 5Y | +51.5% | +300.0% | -248.5% | -1.8% |
| All | +270.7% | +994.3% | -723.6% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling