+1,117.7%
SCHG vs UEC
+210.2%
+907.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -2.3% | +1.9% | -4.2% | -2.7% |
| 3M | +4.5% | +8.9% | -4.4% | +3.0% |
| 6M | +13.6% | -14.5% | +28.0% | +13.8% |
| YTD | +7.6% | -0.7% | +8.3% | +5.3% |
| 1Y | +13.0% | -4.1% | +17.1% | +9.9% |
| 3Y | +87.0% | +148.9% | -61.9% | +57.6% |
| 5Y | +82.9% | +300.0% | -217.1% | +39.1% |
| 10Y | +453.6% | +994.3% | -540.7% | +235.6% |
| All | +1,117.7% | +210.2% | +907.5% | +582.8% |
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