+52.5%
SO vs UEC
+37.5%
+15.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.1% | -8.8% | +1.4% |
| 7D | -1.1% | +1.5% | -2.6% | -1.1% |
| 30D | +8.6% | -17.1% | +25.7% | +8.4% |
| 3M | +1.8% | -32.3% | +34.1% | +1.5% |
| 6M | +3.6% | -49.7% | +53.4% | +3.3% |
| YTD | +9.9% | -34.8% | +44.7% | +9.9% |
| 1Y | +5.7% | -37.5% | +43.2% | +5.7% |
| 3Y | +52.5% | +37.1% | +15.4% | +56.1% |
| All | +52.5% | +37.5% | +15.0% | +56.1% |
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