+1,817.6%
SMH vs UEC
+885.8%
+931.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.6% | +2.4% |
| 7D | +0.3% | -9.4% | +9.7% | +2.0% |
| 30D | -2.8% | -8.0% | +5.2% | -1.7% |
| 3M | -6.7% | -1.7% | -5.0% | -6.9% |
| 6M | +41.8% | -26.1% | +67.9% | +46.9% |
| YTD | +57.9% | -10.5% | +68.4% | +57.1% |
| 1Y | +87.6% | -13.3% | +100.9% | +84.9% |
| 3Y | +282.9% | +116.4% | +166.6% | +207.1% |
| 5Y | +330.4% | +225.5% | +104.9% | +199.3% |
| All | +1,817.6% | +885.8% | +931.8% | +891.3% |
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