+240.3%
SLV vs UEC
+7.8%
+232.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.5% | -2.8% |
| 7D | +3.7% | -5.2% | +8.8% | +4.1% |
| 30D | -15.2% | -22.0% | +6.8% | -13.1% |
| 3M | -21.8% | -37.0% | +15.2% | -18.2% |
| 6M | -36.3% | -52.7% | +16.4% | -31.7% |
| YTD | -27.8% | -38.6% | +10.8% | -24.3% |
| 1Y | +1.5% | -44.6% | +46.1% | +7.1% |
| 3Y | +128.5% | +27.1% | +101.4% | +117.7% |
| 5Y | +103.2% | +37.9% | +65.4% | +83.9% |
| 10Y | +164.7% | +631.6% | -466.9% | +88.7% |
| All | +240.3% | +7.8% | +232.4% | +102.2% |
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