+185.2%
SITM vs UEC
+198.6%
-13.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.2% | +10.7% | +7.2% |
| 7D | +3.9% | -9.4% | +13.3% | +7.0% |
| 30D | -6.6% | -8.0% | +1.4% | -4.8% |
| 3M | -11.9% | -1.7% | -10.2% | -12.1% |
| 6M | +81.1% | -26.1% | +107.3% | +94.5% |
| YTD | +80.0% | -10.5% | +90.5% | +76.4% |
| 1Y | +145.8% | -13.3% | +159.1% | +134.7% |
| 3Y | +475.9% | +116.4% | +359.5% | +262.6% |
| All | +185.2% | +198.6% | -13.3% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling