+323.8%
SN vs UEC
+256.0%
+67.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.7% |
| 7D | +0.1% | +2.6% | -2.5% | -0.2% |
| 30D | -5.6% | +5.6% | -11.2% | -6.4% |
| 3M | +48.1% | -5.7% | +53.8% | +47.7% |
| 6M | +57.6% | -8.0% | +65.7% | +56.5% |
| YTD | +56.5% | +1.8% | +54.7% | +52.6% |
| 1Y | +52.6% | +0.6% | +52.0% | +47.1% |
| 3Y | +412.0% | +155.2% | +256.8% | +341.7% |
| All | +323.8% | +256.0% | +67.8% | +282.0% |
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