-79.4%
SNAP vs UEC
+411.4%
-490.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.1% | -8.3% | -0.1% |
| 7D | -7.3% | +1.5% | -8.8% | -7.6% |
| 30D | -18.9% | -17.1% | -1.9% | -16.3% |
| 3M | -5.3% | -32.3% | +27.1% | +0.9% |
| 6M | -16.9% | -49.7% | +32.8% | -8.0% |
| YTD | -37.4% | -34.8% | -2.7% | -34.7% |
| 1Y | -38.5% | -37.5% | -0.9% | -35.8% |
| 3Y | -55.1% | +37.1% | -92.1% | -62.4% |
| 5Y | -90.8% | +44.3% | -135.1% | -93.0% |
| All | -79.4% | +411.4% | -490.8% | -88.0% |
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