+337.9%
SLV vs UEC
+73.5%
+264.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.3% | -6.9% | +6.6% | +0.4% |
| 30D | +6.7% | +7.6% | -1.0% | +5.8% |
| 3M | -10.7% | -18.4% | +7.7% | -9.1% |
| 6M | -20.6% | -23.3% | +2.7% | -19.0% |
| YTD | -7.1% | -1.2% | -5.9% | -7.1% |
| 1Y | +62.0% | +2.3% | +59.7% | +60.5% |
| 3Y | +169.8% | +162.3% | +7.6% | +139.5% |
| 5Y | +161.5% | +287.2% | -125.8% | +114.5% |
| 10Y | +224.4% | +1,009.6% | -785.2% | +121.5% |
| All | +337.9% | +73.5% | +264.4% | +148.3% |
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