+571.7%
SMTC vs UEC
+156.3%
+415.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.0% | +6.9% | +9.1% |
| 7D | +22.9% | +2.6% | +20.4% | +22.1% |
| 30D | +16.6% | +5.6% | +11.0% | +14.3% |
| 3M | +2.4% | -5.7% | +8.1% | +2.8% |
| 6M | +98.3% | -8.0% | +106.3% | +99.2% |
| YTD | +120.7% | +1.8% | +118.9% | +112.7% |
| 1Y | +168.3% | +0.6% | +167.7% | +154.2% |
| 3Y | +571.7% | +155.2% | +416.6% | +404.9% |
| All | +571.7% | +156.3% | +415.5% | +404.9% |
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 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