+60.0%
SGI vs UEC
+278.7%
-218.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.5% | -0.8% |
| 7D | +9.3% | +2.6% | +6.7% | +8.9% |
| 30D | +6.9% | +5.6% | +1.3% | +5.9% |
| 3M | +2.8% | -5.7% | +8.6% | +2.6% |
| 6M | -12.6% | -8.0% | -4.6% | -13.1% |
| YTD | -21.5% | +1.8% | -23.3% | -23.5% |
| 1Y | -18.8% | +0.6% | -19.3% | -21.8% |
| 3Y | +60.8% | +155.2% | -94.3% | +29.7% |
| 5Y | +60.0% | +305.8% | -245.8% | +18.4% |
| All | +60.0% | +278.7% | -218.7% | +18.4% |
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