+286.6%
SONY vs UEC
+885.8%
-599.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +2.1% |
| 7D | -2.7% | -9.4% | +6.8% | -1.8% |
| 30D | +1.5% | -8.0% | +9.5% | +2.0% |
| 3M | +13.0% | -1.7% | +14.7% | +12.5% |
| 6M | +11.2% | -26.1% | +37.4% | +13.0% |
| YTD | -6.6% | -10.5% | +3.9% | -7.6% |
| 1Y | -18.1% | -13.3% | -4.8% | -19.6% |
| 3Y | +42.1% | +116.4% | -74.3% | +22.1% |
| 5Y | +11.0% | +225.5% | -214.5% | -13.4% |
| All | +286.6% | +885.8% | -599.3% | +154.1% |
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 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