-13.1%
SLB vs UEC
+616.1%
-629.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | +3.5% | -3.8% | +7.3% | +4.1% |
| 30D | +6.5% | -13.5% | +20.0% | +8.9% |
| 3M | -0.2% | -40.5% | +40.2% | +8.3% |
| 6M | -5.7% | -56.7% | +50.9% | +6.9% |
| YTD | +36.8% | -43.0% | +79.8% | +44.5% |
| 1Y | +45.8% | -42.5% | +88.3% | +52.6% |
| 3Y | +3.4% | +11.6% | -8.2% | -13.6% |
| 5Y | +76.1% | +21.8% | +54.4% | +30.9% |
| All | -13.1% | +616.1% | -629.2% | -63.5% |
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