-91.0%
SNAP vs UEC
+47.5%
-138.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.3% | -4.2% |
| 7D | -7.1% | -10.2% | +3.1% | -4.6% |
| 30D | -14.6% | -26.9% | +12.3% | -8.1% |
| 3M | -5.0% | -35.7% | +30.7% | +4.6% |
| 6M | -18.8% | -56.1% | +37.3% | -3.9% |
| YTD | -38.5% | -40.8% | +2.2% | -33.8% |
| 1Y | -38.1% | -43.4% | +5.3% | -33.2% |
| 3Y | -53.8% | +25.4% | -79.1% | -65.3% |
| All | -91.0% | +47.5% | -138.5% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling