+340.7%
SMTC vs UEC
+616.1%
-275.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.6% |
| 7D | +11.0% | -3.8% | +14.8% | +12.2% |
| 30D | -28.5% | -13.5% | -15.0% | -25.5% |
| 3M | -14.2% | -40.5% | +26.3% | -3.4% |
| 6M | -18.0% | -56.7% | +38.7% | -1.6% |
| YTD | +55.5% | -43.0% | +98.5% | +73.5% |
| 1Y | +69.5% | -42.5% | +112.1% | +88.6% |
| 3Y | +699.7% | +11.6% | +688.1% | +631.6% |
| 5Y | +27.4% | +21.8% | +5.7% | +4.2% |
| All | +340.7% | +616.1% | -275.4% | +125.5% |
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