+217.9%
SIMO vs UEC
+18.1%
+199.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -5.2% |
| 7D | +4.1% | -3.8% | +7.9% | +4.9% |
| 30D | -24.0% | -13.5% | -10.5% | -21.5% |
| 3M | -31.8% | -40.5% | +8.7% | -25.4% |
| 6M | -36.9% | -56.7% | +19.8% | -28.8% |
| YTD | +84.8% | -43.0% | +127.8% | +96.6% |
| 1Y | +99.0% | -42.5% | +141.5% | +110.6% |
| 3Y | +217.9% | +11.6% | +206.4% | +182.7% |
| All | +217.9% | +18.1% | +199.9% | +182.7% |
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 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