+394.9%
SRE vs UEC
+73.5%
+321.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -0.3% | -6.9% | +6.6% | +0.1% |
| 30D | -0.7% | +7.6% | -8.4% | -1.3% |
| 3M | -6.3% | -18.4% | +12.1% | -5.8% |
| 6M | -10.7% | -23.3% | +12.6% | -10.2% |
| YTD | -3.5% | -1.2% | -2.3% | -4.7% |
| 1Y | +5.3% | +2.3% | +3.0% | +3.2% |
| 3Y | +31.8% | +162.3% | -130.5% | +19.7% |
| 5Y | +47.4% | +287.2% | -239.9% | +26.8% |
| 10Y | +120.6% | +1,009.6% | -889.1% | +67.2% |
| All | +394.9% | +73.5% | +321.4% | +246.6% |
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