+4,789.7%
SITM vs UEC
+977.3%
+3,812.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.2% | +10.7% | +7.3% |
| 7D | +3.9% | -9.4% | +13.3% | +7.2% |
| 30D | -6.6% | -8.0% | +1.4% | -4.7% |
| 3M | -11.9% | -1.7% | -10.2% | -12.2% |
| 6M | +81.1% | -26.1% | +107.3% | +95.3% |
| YTD | +80.0% | -10.5% | +90.5% | +76.2% |
| 1Y | +145.8% | -13.3% | +159.1% | +134.2% |
| 3Y | +475.9% | +116.4% | +359.5% | +256.0% |
| 5Y | +189.2% | +225.5% | -36.3% | +30.3% |
| All | +4,789.7% | +977.3% | +3,812.4% | +678.7% |
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