+273.5%
SHW vs UEC
+939.6%
-666.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | -0.6% |
| 7D | -4.5% | -4.3% | -0.2% | -4.1% |
| 30D | -12.7% | -3.8% | -8.9% | -12.6% |
| 3M | +4.7% | +17.0% | -12.3% | +3.0% |
| 6M | -3.4% | -23.9% | +20.5% | -2.4% |
| YTD | -1.3% | -5.7% | +4.3% | -2.5% |
| 1Y | -10.4% | -12.5% | +2.2% | -11.6% |
| 3Y | +20.1% | +136.5% | -116.4% | +5.5% |
| 5Y | +10.5% | +243.3% | -232.8% | -11.0% |
| All | +273.5% | +939.6% | -666.1% | +128.8% |
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