+83.4%
SHAK vs UEC
+885.8%
-802.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.2% | +8.3% | +4.0% |
| 7D | -8.3% | -9.4% | +1.2% | -6.8% |
| 30D | -12.6% | -8.0% | -4.6% | -11.8% |
| 3M | +9.1% | -1.7% | +10.8% | +8.6% |
| 6M | -31.2% | -26.1% | -5.1% | -29.8% |
| YTD | -21.6% | -10.5% | -11.1% | -23.4% |
| 1Y | -38.8% | -13.3% | -25.5% | -41.1% |
| 3Y | +0.6% | +116.4% | -115.7% | -23.0% |
| 5Y | -22.5% | +225.5% | -248.1% | -49.5% |
| All | +83.4% | +885.8% | -802.4% | -24.2% |
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