-90.5%
SNAP vs UEC
+21.1%
-111.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +1.3% |
| 7D | +6.0% | -3.8% | +9.8% | +6.9% |
| 30D | -13.8% | -13.5% | -0.3% | -10.9% |
| 3M | -0.8% | -40.5% | +39.7% | +11.2% |
| 6M | -6.2% | -56.7% | +50.4% | +11.5% |
| YTD | -34.8% | -43.0% | +8.2% | -29.2% |
| 1Y | -38.7% | -42.5% | +3.8% | -34.3% |
| 3Y | -53.5% | +11.6% | -65.0% | -63.9% |
| All | -90.5% | +21.1% | -111.6% | -94.7% |
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