+11.9%
SM vs UEC
+623.0%
-611.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.7% | +5.3% |
| 7D | +0.3% | +0.6% | -0.2% | -0.2% |
| 30D | -17.3% | -18.1% | +0.8% | -13.6% |
| 3M | -3.6% | -36.9% | +33.3% | +6.5% |
| 6M | +2.9% | -56.1% | +59.0% | +20.9% |
| YTD | +70.2% | -38.1% | +108.3% | +72.5% |
| 1Y | +66.5% | -41.7% | +108.2% | +69.3% |
| 3Y | -8.2% | +28.2% | -36.4% | -36.9% |
| 5Y | -1.5% | +31.7% | -33.2% | -40.9% |
| 10Y | +11.9% | +685.9% | -674.0% | -72.6% |
| All | +11.9% | +623.0% | -611.1% | -72.6% |
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