+29.6%
SNOW vs UEC
+793.2%
-763.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.8% |
| 7D | -2.4% | -9.4% | +7.0% | -0.5% |
| 30D | -1.0% | -8.0% | +7.0% | +0.2% |
| 3M | +36.9% | -1.7% | +38.6% | +36.2% |
| 6M | +83.4% | -26.1% | +109.5% | +88.7% |
| YTD | +50.0% | -10.5% | +60.5% | +46.2% |
| 1Y | +46.5% | -13.3% | +59.8% | +40.4% |
| 3Y | +93.3% | +116.4% | -23.0% | +37.1% |
| 5Y | +3.3% | +225.5% | -222.3% | -38.1% |
| All | +29.6% | +793.2% | -763.6% | -36.9% |
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 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