+395.3%
SYK vs UEC
+65.7%
+329.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -1.6% |
| 7D | -12.3% | -4.3% | -8.1% | -12.1% |
| 30D | -22.4% | -3.8% | -18.6% | -22.4% |
| 3M | -12.3% | +17.0% | -29.3% | -13.6% |
| 6M | -24.3% | -23.9% | -0.4% | -23.8% |
| YTD | -22.8% | -5.7% | -17.1% | -23.8% |
| 1Y | -28.8% | -12.5% | -16.2% | -29.9% |
| 3Y | -4.0% | +136.5% | -140.5% | -14.6% |
| 5Y | +3.8% | +243.3% | -239.5% | -13.4% |
| 10Y | +172.8% | +939.6% | -766.8% | +94.7% |
| All | +395.3% | +65.7% | +329.6% | +226.5% |
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