+46.8%
SHAK vs UEC
+787.3%
-740.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.9% | -3.3% |
| 7D | -0.3% | +2.6% | -2.9% | -0.7% |
| 30D | -5.2% | +5.6% | -10.8% | -6.3% |
| 3M | +27.3% | -5.7% | +33.0% | +27.0% |
| 6M | -27.9% | -8.0% | -19.8% | -28.9% |
| YTD | -17.0% | +1.8% | -18.8% | -20.3% |
| 1Y | -30.9% | +0.6% | -31.5% | -34.9% |
| 3Y | +3.4% | +155.2% | -151.8% | -21.2% |
| 5Y | -20.5% | +305.8% | -326.3% | -48.0% |
| 10Y | +88.3% | +943.0% | -854.7% | -13.3% |
| All | +46.8% | +787.3% | -740.5% | -28.5% |
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 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