-22.9%
SHAK vs UEC
-46.3%
+23.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.9% | +8.7% | +4.1% |
| 7D | +8.3% | -13.8% | +22.1% | +9.2% |
| 30D | +16.7% | -23.1% | +39.8% | +18.3% |
| 3M | +10.0% | -31.5% | +41.5% | +12.1% |
| 6M | -23.8% | -51.5% | +27.7% | -21.7% |
| YTD | -10.3% | -38.4% | +28.2% | -12.0% |
| 1Y | -22.9% | -44.7% | +21.8% | -24.6% |
| All | -22.9% | -46.3% | +23.5% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling