+23.2%
SLB vs UEC
+73.5%
-50.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.8% | -6.9% | +7.8% | +1.9% |
| 30D | +15.8% | +7.6% | +8.2% | +14.1% |
| 3M | -0.3% | -18.4% | +18.0% | +1.4% |
| 6M | +21.3% | -23.3% | +44.6% | +23.2% |
| YTD | +52.3% | -1.2% | +53.5% | +47.9% |
| 1Y | +63.6% | +2.3% | +61.3% | +55.2% |
| 3Y | +3.8% | +162.3% | -158.5% | -19.8% |
| 5Y | +128.6% | +287.2% | -158.6% | +55.4% |
| 10Y | -3.1% | +1,009.6% | -1,012.7% | -50.9% |
| All | +23.2% | +73.5% | -50.4% | -49.2% |
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