+43.9%
SHW vs UEC
+28.2%
+15.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | +11.1% | -18.1% | +29.2% | +12.1% |
| 3M | -2.2% | -36.9% | +34.8% | +0.1% |
| 6M | +14.3% | -56.1% | +70.4% | +18.7% |
| YTD | +10.6% | -38.1% | +48.7% | +12.1% |
| 1Y | +4.1% | -41.7% | +45.8% | +5.6% |
| All | +43.9% | +28.2% | +15.7% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling