+419.3%
SIMO vs UEC
+151.4%
+267.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.7% |
| 7D | +4.2% | -6.9% | +11.2% | +5.4% |
| 30D | +4.1% | +7.6% | -3.6% | +2.6% |
| 3M | -12.9% | -18.4% | +5.5% | -11.4% |
| 6M | +110.3% | -23.3% | +133.6% | +112.9% |
| YTD | +178.6% | -1.2% | +179.8% | +169.5% |
| 1Y | +220.0% | +2.3% | +217.7% | +203.4% |
| All | +419.3% | +151.4% | +267.9% | +322.6% |
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