-77.7%
SNAP vs UEC
+674.5%
-752.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | +0.7% | -6.9% | +7.7% | +2.1% |
| 30D | +2.6% | +7.6% | -5.0% | +0.9% |
| 3M | -9.9% | -18.4% | +8.5% | -7.5% |
| 6M | +1.9% | -23.3% | +25.1% | +4.4% |
| YTD | -32.2% | -1.2% | -31.0% | -34.1% |
| 1Y | -22.8% | +2.3% | -25.2% | -27.1% |
| 3Y | -47.6% | +162.3% | -209.9% | -61.2% |
| 5Y | -92.7% | +287.2% | -380.0% | -95.2% |
| All | -77.7% | +674.5% | -752.2% | -87.9% |
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