-14.4%
SMR vs UEC
+150.6%
-165.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -5.2% | -10.5% | -12.9% |
| 7D | -11.2% | -9.4% | -1.8% | -5.8% |
| 30D | -10.2% | -8.0% | -2.2% | -5.9% |
| 3M | -10.0% | -1.7% | -8.3% | -7.9% |
| 6M | -30.5% | -26.1% | -4.3% | -17.1% |
| YTD | -39.2% | -10.5% | -28.7% | -33.0% |
| 1Y | -75.5% | -13.3% | -62.2% | -72.2% |
| 3Y | +45.4% | +116.4% | -70.9% | +19.4% |
| All | -14.4% | +150.6% | -165.0% | -35.2% |
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