+85.7%
SCHG vs UEC
+198.6%
-112.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.0% | +1.5% |
| 7D | -1.0% | -9.4% | +8.4% | +0.2% |
| 30D | -1.3% | -8.0% | +6.7% | -0.5% |
| 3M | +5.4% | -1.7% | +7.1% | +5.0% |
| 6M | +14.4% | -26.1% | +40.6% | +16.8% |
| YTD | +8.0% | -10.5% | +18.6% | +6.4% |
| 1Y | +12.7% | -13.3% | +26.0% | +10.0% |
| 3Y | +85.6% | +116.4% | -30.7% | +49.8% |
| All | +85.7% | +198.6% | -112.8% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling