+101.7%
SMR vs UEC
+18.1%
+83.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.3% | -1.7% |
| 7D | -8.3% | -3.8% | -4.5% | -5.6% |
| 30D | -20.1% | -13.5% | -6.6% | -10.1% |
| 3M | -52.7% | -40.5% | -12.2% | -29.5% |
| 6M | -61.0% | -56.7% | -4.4% | -27.1% |
| YTD | -67.1% | -43.0% | -24.1% | -48.7% |
| 1Y | -79.9% | -42.5% | -37.3% | -68.4% |
| 3Y | +101.7% | +11.6% | +90.2% | +136.2% |
| All | +101.7% | +18.1% | +83.6% | +136.2% |
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 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