+210.0%
SHEL vs UEC
+885.8%
-675.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.5% |
| 7D | +4.1% | -9.4% | +13.6% | +5.4% |
| 30D | +8.4% | -8.0% | +16.4% | +9.1% |
| 3M | +13.7% | -1.7% | +15.4% | +13.0% |
| 6M | +12.7% | -26.1% | +38.9% | +14.4% |
| YTD | +35.3% | -10.5% | +45.8% | +32.6% |
| 1Y | +39.4% | -13.3% | +52.6% | +35.0% |
| 3Y | +71.5% | +116.4% | -44.9% | +36.9% |
| 5Y | +195.0% | +225.5% | -30.5% | +103.2% |
| All | +210.0% | +885.8% | -675.8% | +48.4% |
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