+771.2%
SMTC vs UEC
+2.3%
+768.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.9% | +1.3% | -3.7% |
| 7D | +30.5% | +4.9% | +25.5% | +29.8% |
| 30D | -30.9% | -17.5% | -13.4% | -28.4% |
| 3M | -14.7% | -40.1% | +25.5% | -7.5% |
| 6M | -9.6% | -56.1% | +46.6% | +2.4% |
| YTD | +62.1% | -41.8% | +103.9% | +74.6% |
| 1Y | +66.6% | -44.8% | +111.4% | +80.8% |
| 3Y | +718.1% | +20.6% | +697.5% | +666.7% |
| 5Y | +32.8% | +24.3% | +8.5% | +16.7% |
| 10Y | +354.1% | +639.1% | -285.0% | +183.7% |
| All | +771.2% | +2.3% | +768.9% | +382.4% |
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