+94.8%
SNOW vs UEC
+146.8%
-52.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | +8.4% | -0.2% | +8.6% | +8.4% |
| 30D | -1.0% | +1.9% | -2.9% | -1.4% |
| 3M | +38.3% | +8.9% | +29.4% | +35.9% |
| 6M | +81.3% | -14.5% | +95.7% | +81.3% |
| YTD | +51.1% | -0.7% | +51.8% | +47.3% |
| 1Y | +47.0% | -4.1% | +51.0% | +41.5% |
| All | +94.8% | +146.8% | -52.0% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling