-31.9%
SHAK vs UEC
-1.0%
-30.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -0.7% | -6.9% | +6.2% | -0.5% |
| 30D | -6.6% | +7.6% | -14.3% | -6.9% |
| 3M | +30.1% | -18.4% | +48.4% | +29.4% |
| 6M | -28.7% | -23.3% | -5.5% | -29.3% |
| YTD | -14.5% | -1.2% | -13.3% | -15.6% |
| 1Y | -31.9% | +2.3% | -34.2% | -33.6% |
| All | -31.9% | -1.0% | -30.8% | -33.6% |
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