+1,770.3%
SMCI vs UEC
+885.8%
+884.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.2% | +12.4% | +8.4% |
| 7D | +1.3% | -9.4% | +10.7% | +3.3% |
| 30D | +6.6% | -8.0% | +14.6% | +8.1% |
| 3M | +25.4% | -1.7% | +27.1% | +25.5% |
| 6M | +26.1% | -26.1% | +52.3% | +35.0% |
| YTD | +37.0% | -10.5% | +47.5% | +40.3% |
| 1Y | -8.8% | -13.3% | +4.5% | -7.2% |
| 3Y | +44.6% | +116.4% | -71.8% | +21.7% |
| 5Y | +995.9% | +225.5% | +770.4% | +705.4% |
| All | +1,770.3% | +885.8% | +884.5% | +904.6% |
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