+243.1%
SLV vs UEC
+4.1%
+239.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.8% |
| 7D | +5.1% | -10.2% | +15.3% | +6.1% |
| 30D | -12.9% | -26.9% | +14.0% | -10.2% |
| 3M | -16.1% | -35.7% | +19.6% | -12.4% |
| 6M | -33.2% | -56.1% | +23.0% | -27.8% |
| YTD | -27.2% | -40.8% | +13.5% | -23.4% |
| 1Y | +7.6% | -43.4% | +51.0% | +13.4% |
| 3Y | +122.3% | +25.4% | +97.0% | +112.3% |
| 5Y | +109.7% | +51.1% | +58.6% | +88.4% |
| 10Y | +168.4% | +695.4% | -527.0% | +90.1% |
| All | +243.1% | +4.1% | +239.1% | +104.7% |
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