+20.3%
SM vs UEC
+908.7%
-888.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | +20.3% | +1.9% | +18.4% | +18.7% |
| 3M | +22.9% | +8.9% | +14.0% | +16.4% |
| 6M | +47.8% | -14.5% | +62.3% | +43.4% |
| YTD | +107.5% | -0.7% | +108.1% | +88.1% |
| 1Y | +51.7% | -4.1% | +55.8% | +33.3% |
| 3Y | -0.9% | +148.9% | -149.8% | -43.5% |
| 5Y | +112.2% | +300.0% | -187.8% | -9.6% |
| 10Y | +20.3% | +994.3% | -974.0% | -72.7% |
| All | +20.3% | +908.7% | -888.4% | -72.7% |
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 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