+110.3%
SIMO vs UEC
-22.9%
+133.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.7% |
| 7D | +4.2% | -6.9% | +11.2% | +5.7% |
| 30D | +4.1% | +7.6% | -3.6% | +2.2% |
| 3M | -12.9% | -18.4% | +5.5% | -15.1% |
| 6M | +110.3% | -23.3% | +133.6% | +105.2% |
| All | +110.3% | -22.9% | +133.2% | +105.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling