+1,030.9%
SGI vs UEC
+73.5%
+957.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +8.5% | -6.9% | +15.5% | +9.5% |
| 30D | +0.7% | +7.6% | -7.0% | -0.5% |
| 3M | +0.6% | -18.4% | +19.0% | +2.2% |
| 6M | -17.9% | -23.3% | +5.3% | -16.6% |
| YTD | -21.2% | -1.2% | -20.0% | -22.9% |
| 1Y | -18.9% | +2.3% | -21.2% | -22.1% |
| 3Y | +52.6% | +162.3% | -109.6% | +24.1% |
| 5Y | +60.7% | +287.2% | -226.5% | +16.0% |
| 10Y | +278.1% | +1,009.6% | -731.5% | +110.6% |
| All | +1,030.9% | +73.5% | +957.3% | +407.0% |
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