-79.7%
SNAP vs UEC
+364.4%
-444.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.3% | -3.8% |
| 7D | -7.1% | -10.2% | +3.1% | -5.2% |
| 30D | -14.6% | -26.9% | +12.3% | -9.7% |
| 3M | -5.0% | -35.7% | +30.7% | +2.2% |
| 6M | -18.8% | -56.1% | +37.3% | -7.7% |
| YTD | -38.5% | -40.8% | +2.2% | -34.7% |
| 1Y | -38.1% | -43.4% | +5.3% | -34.1% |
| 3Y | -53.8% | +25.4% | -79.1% | -60.7% |
| 5Y | -90.7% | +51.1% | -141.8% | -92.9% |
| All | -79.7% | +364.4% | -444.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling