+3.4%
SLB vs UEC
+18.1%
-14.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.7% |
| 7D | +3.5% | -3.8% | +7.3% | +3.8% |
| 30D | +6.5% | -13.5% | +20.0% | +7.8% |
| 3M | -0.2% | -40.5% | +40.2% | +4.1% |
| 6M | -5.7% | -56.7% | +50.9% | +0.9% |
| YTD | +36.8% | -43.0% | +79.8% | +41.3% |
| 1Y | +45.8% | -42.5% | +88.3% | +50.0% |
| 3Y | +3.4% | +11.6% | -8.2% | -10.3% |
| All | +3.4% | +18.1% | -14.7% | -10.3% |
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