+15.4%
SM vs UEC
+73.5%
-58.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +0.1% | -6.9% | +7.0% | +1.7% |
| 30D | +26.3% | +7.6% | +18.7% | +23.4% |
| 3M | +8.7% | -18.4% | +27.1% | +10.7% |
| 6M | +51.7% | -23.3% | +74.9% | +51.6% |
| YTD | +99.0% | -1.2% | +100.2% | +84.7% |
| 1Y | +34.6% | +2.3% | +32.3% | +20.0% |
| 3Y | -7.8% | +162.3% | -170.0% | -40.0% |
| 5Y | +104.8% | +287.2% | -182.5% | +11.9% |
| 10Y | +7.2% | +1,009.6% | -1,002.4% | -60.4% |
| All | +15.4% | +73.5% | -58.2% | -64.5% |
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