+409.6%
SIMO vs UEC
+765.9%
-356.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.1% | -4.4% | +4.3% |
| 7D | -8.2% | +1.5% | -9.6% | -8.2% |
| 30D | -34.6% | -17.1% | -17.5% | -32.7% |
| 3M | -32.6% | -32.3% | -0.3% | -29.1% |
| 6M | -31.8% | -49.7% | +17.9% | -26.0% |
| YTD | +87.6% | -34.8% | +122.4% | +94.3% |
| 1Y | +86.7% | -37.5% | +124.2% | +93.8% |
| 3Y | +227.4% | +37.1% | +190.4% | +195.4% |
| 5Y | +173.0% | +44.3% | +128.7% | +128.9% |
| 10Y | +409.6% | +737.4% | -327.7% | +226.7% |
| All | +409.6% | +765.9% | -356.3% | +226.7% |
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