+216.5%
SLV vs UEC
+939.6%
-723.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.0% | -0.3% | -4.7% |
| 7D | -5.0% | -4.3% | -0.8% | -4.5% |
| 30D | -1.8% | -3.8% | +2.0% | -1.5% |
| 3M | -0.3% | +17.0% | -17.3% | -2.4% |
| 6M | -28.2% | -23.9% | -4.3% | -26.3% |
| YTD | -10.7% | -5.7% | -5.1% | -10.0% |
| 1Y | +53.7% | -12.5% | +66.2% | +55.1% |
| 3Y | +173.7% | +136.5% | +37.2% | +145.1% |
| 5Y | +161.5% | +243.3% | -81.8% | +118.1% |
| All | +216.5% | +939.6% | -723.2% | +137.2% |
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 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