+162.0%
SO vs UEC
+908.7%
-746.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -2.5% | +1.9% | -4.4% | -2.7% |
| 3M | -4.2% | +8.9% | -13.1% | -4.8% |
| 6M | -7.7% | -14.5% | +6.8% | -7.7% |
| YTD | +3.8% | -0.7% | +4.5% | +2.7% |
| 1Y | +0.1% | -4.1% | +4.1% | -1.3% |
| 3Y | +44.2% | +148.9% | -104.7% | +32.2% |
| 5Y | +57.9% | +300.0% | -242.1% | +35.2% |
| 10Y | +162.0% | +994.3% | -832.4% | +88.9% |
| All | +162.0% | +908.7% | -746.7% | +88.9% |
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