-77.8%
SNAP vs UEC
+698.0%
-775.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.8% | -1.3% |
| 7D | +1.5% | +2.6% | -1.1% | +1.0% |
| 30D | +1.9% | +5.6% | -3.7% | +0.5% |
| 3M | -3.9% | -5.7% | +1.8% | -3.9% |
| 6M | +5.2% | -8.0% | +13.3% | +4.4% |
| YTD | -32.7% | +1.8% | -34.5% | -35.0% |
| 1Y | -24.8% | +0.6% | -25.4% | -28.7% |
| 3Y | -42.2% | +155.2% | -197.3% | -56.9% |
| 5Y | -92.7% | +305.8% | -398.5% | -95.2% |
| All | -77.8% | +698.0% | -775.8% | -88.1% |
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