+359.4%
SMTC vs UEC
+631.2%
-271.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.9% | +1.3% | -3.2% |
| 7D | +30.5% | +4.9% | +25.5% | +29.4% |
| 30D | -30.9% | -17.5% | -13.4% | -27.2% |
| 3M | -14.7% | -40.1% | +25.5% | -4.1% |
| 6M | -9.6% | -56.1% | +46.6% | +8.2% |
| YTD | +62.1% | -41.8% | +103.9% | +79.9% |
| 1Y | +66.6% | -44.8% | +111.4% | +86.8% |
| 3Y | +718.1% | +20.6% | +697.5% | +636.0% |
| 5Y | +32.8% | +24.3% | +8.5% | +8.1% |
| All | +359.4% | +631.2% | -271.8% | +133.9% |
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