+447.8%
SCHG vs UEC
+885.8%
-438.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.0% | +1.5% |
| 7D | -1.0% | -9.4% | +8.4% | +0.1% |
| 30D | -1.3% | -8.0% | +6.7% | -0.6% |
| 3M | +5.4% | -1.7% | +7.1% | +5.1% |
| 6M | +14.4% | -26.1% | +40.6% | +16.7% |
| YTD | +8.0% | -10.5% | +18.6% | +6.7% |
| 1Y | +12.7% | -13.3% | +26.0% | +10.4% |
| 3Y | +85.6% | +116.4% | -30.7% | +54.7% |
| 5Y | +85.5% | +225.5% | -140.0% | +38.2% |
| All | +447.8% | +885.8% | -438.0% | +208.4% |
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