+4,507.3%
SITM vs UEC
+1,125.8%
+3,381.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.2% | -3.2% |
| 7D | +8.4% | +2.6% | +5.8% | +7.3% |
| 30D | -17.4% | +5.6% | -23.0% | -19.5% |
| 3M | -9.8% | -5.7% | -4.1% | -9.5% |
| 6M | +83.0% | -8.0% | +91.0% | +83.2% |
| YTD | +69.6% | +1.8% | +67.8% | +59.1% |
| 1Y | +144.9% | +0.6% | +144.3% | +121.6% |
| 3Y | +429.9% | +155.2% | +274.7% | +209.6% |
| 5Y | +169.2% | +305.8% | -136.6% | +12.0% |
| All | +4,507.3% | +1,125.8% | +3,381.5% | +603.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling