-3.6%
SMR vs UEC
+176.7%
-180.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +4.4% | -6.9% | +11.3% | +8.3% |
| 30D | +3.4% | +7.6% | -4.2% | -1.0% |
| 3M | -19.2% | -18.4% | -0.8% | -10.3% |
| 6M | -22.6% | -23.3% | +0.6% | -10.8% |
| YTD | -31.5% | -1.2% | -30.3% | -28.9% |
| 1Y | -73.1% | +2.3% | -75.4% | -72.0% |
| 3Y | +55.0% | +162.3% | -107.3% | +17.3% |
| All | -3.6% | +176.7% | -180.3% | -31.2% |
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 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