-2.5%
SHAK vs UEC
+134.5%
-136.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | -1.6% |
| 7D | -11.0% | -4.3% | -6.7% | -10.6% |
| 30D | -14.0% | -3.8% | -10.2% | -13.9% |
| 3M | +13.3% | +17.0% | -3.7% | +11.1% |
| 6M | -35.3% | -23.9% | -11.4% | -34.7% |
| YTD | -24.0% | -5.7% | -18.3% | -26.0% |
| 1Y | -36.7% | -12.5% | -24.2% | -38.9% |
| All | -2.5% | +134.5% | -136.9% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling