-4.5%
SLB vs UEC
+19.3%
-23.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | -0.1% |
| 7D | -7.1% | -10.2% | +3.1% | -6.2% |
| 30D | +4.1% | -26.9% | +31.0% | +7.0% |
| 3M | -2.6% | -35.7% | +33.0% | +0.9% |
| 6M | -8.6% | -56.1% | +47.6% | -2.3% |
| YTD | +32.2% | -40.8% | +73.0% | +36.1% |
| 1Y | +40.7% | -43.4% | +84.0% | +44.9% |
| 3Y | -4.5% | +25.4% | -29.9% | -16.8% |
| All | -4.5% | +19.3% | -23.8% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling