+122.3%
SLV vs UEC
+19.3%
+103.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -1.8% |
| 7D | +5.1% | -10.2% | +15.3% | +7.6% |
| 30D | -12.9% | -26.9% | +14.0% | -6.2% |
| 3M | -16.1% | -35.7% | +19.6% | -7.2% |
| 6M | -33.2% | -56.1% | +23.0% | -20.0% |
| YTD | -27.2% | -40.8% | +13.5% | -16.8% |
| 1Y | +7.6% | -43.4% | +51.0% | +23.0% |
| 3Y | +122.3% | +25.4% | +97.0% | +123.4% |
| All | +122.3% | +19.3% | +103.0% | +123.4% |
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