+167.6%
SYK vs UEC
+939.6%
-772.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -1.5% |
| 7D | -12.3% | -4.3% | -8.1% | -12.0% |
| 30D | -22.4% | -3.8% | -18.6% | -22.4% |
| 3M | -12.3% | +17.0% | -29.3% | -14.0% |
| 6M | -24.3% | -23.9% | -0.4% | -23.7% |
| YTD | -22.8% | -5.7% | -17.1% | -24.2% |
| 1Y | -28.8% | -12.5% | -16.2% | -30.4% |
| 3Y | -4.0% | +136.5% | -140.5% | -18.8% |
| 5Y | +3.8% | +243.3% | -239.5% | -20.4% |
| All | +167.6% | +939.6% | -772.0% | +57.9% |
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