-1.4%
SM vs UEC
+156.3%
-157.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.4% |
| 7D | -0.2% | +2.6% | -2.7% | -0.3% |
| 30D | +31.5% | +5.6% | +25.9% | +30.9% |
| 3M | +17.3% | -5.7% | +23.0% | +17.6% |
| 6M | +48.5% | -8.0% | +56.6% | +46.6% |
| YTD | +106.3% | +1.8% | +104.5% | +98.2% |
| 1Y | +47.3% | +0.6% | +46.7% | +38.5% |
| 3Y | -1.4% | +155.2% | -156.6% | -26.4% |
| All | -1.4% | +156.3% | -157.7% | -26.4% |
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