+120.5%
SNY vs UEC
+57.1%
+63.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.4% |
| 7D | -3.3% | -9.4% | +6.1% | -2.8% |
| 30D | -2.2% | -8.0% | +5.9% | -1.8% |
| 3M | -3.0% | -1.7% | -1.3% | -3.2% |
| 6M | +2.7% | -26.1% | +28.9% | +3.6% |
| YTD | -6.8% | -10.5% | +3.7% | -7.6% |
| 1Y | -5.3% | -13.3% | +8.0% | -6.4% |
| 3Y | -9.8% | +116.4% | -126.1% | -18.2% |
| 5Y | +9.7% | +225.5% | -215.9% | -7.3% |
| 10Y | +64.5% | +885.8% | -821.3% | +17.4% |
| All | +120.5% | +57.1% | +63.4% | +37.4% |
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