+220.3%
SHEL vs UEC
+616.1%
-395.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | +0.8% | -3.8% | +4.5% | +1.1% |
| 30D | -3.6% | -13.5% | +9.9% | -2.2% |
| 3M | +12.0% | -40.5% | +52.5% | +18.3% |
| 6M | +19.7% | -56.7% | +76.4% | +30.1% |
| YTD | +39.6% | -43.0% | +82.6% | +43.8% |
| 1Y | +36.4% | -42.5% | +79.0% | +39.6% |
| 3Y | +70.2% | +11.6% | +58.6% | +48.1% |
| 5Y | +169.2% | +21.8% | +147.5% | +114.0% |
| All | +220.3% | +616.1% | -395.8% | +61.5% |
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 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