+432.7%
SN vs UEC
+103.6%
+329.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +3.0% | -2.3% |
| 7D | +1.4% | +4.9% | -3.6% | +0.8% |
| 30D | +16.6% | -17.5% | +34.1% | +18.9% |
| 3M | +18.3% | -40.1% | +58.4% | +24.7% |
| 6M | +103.1% | -56.1% | +159.2% | +120.0% |
| YTD | +96.7% | -41.8% | +138.5% | +103.7% |
| 1Y | +134.3% | -44.8% | +179.1% | +143.1% |
| 3Y | +425.2% | +20.6% | +404.7% | +380.9% |
| All | +432.7% | +103.6% | +329.1% | +410.0% |
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