-13.1%
SM vs UEC
+37.5%
-50.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.1% | -12.9% | -3.3% |
| 7D | -22.3% | +1.5% | -23.7% | -22.4% |
| 30D | -21.4% | -17.1% | -4.3% | -20.6% |
| 3M | +1.4% | -32.3% | +33.7% | +3.3% |
| 6M | +0.1% | -49.7% | +49.8% | +4.2% |
| YTD | +59.0% | -34.8% | +93.7% | +56.3% |
| 1Y | +64.3% | -37.5% | +101.9% | +61.3% |
| 3Y | -13.1% | +37.1% | -50.2% | -36.8% |
| All | -13.1% | +37.5% | -50.7% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling