-78.2%
SNAP vs UEC
+385.2%
-463.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.6% |
| 7D | -9.8% | +0.6% | -10.4% | -9.9% |
| 30D | -18.2% | -18.1% | -0.1% | -15.4% |
| 3M | -3.1% | -36.9% | +33.8% | +4.5% |
| 6M | -7.1% | -56.1% | +49.0% | +5.6% |
| YTD | -33.8% | -38.1% | +4.3% | -30.3% |
| 1Y | -39.0% | -41.7% | +2.7% | -35.5% |
| 3Y | -52.8% | +28.2% | -81.0% | -60.1% |
| 5Y | -90.0% | +31.7% | -121.7% | -92.2% |
| All | -78.2% | +385.2% | -463.4% | -87.2% |
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