+130.3%
SHOP vs UEC
+148.7%
-18.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -5.1% | -6.9% | +1.8% | -3.9% |
| 30D | +0.6% | +7.6% | -7.1% | -0.9% |
| 3M | +25.0% | -18.4% | +43.4% | +28.2% |
| 6M | +11.9% | -23.3% | +35.2% | +14.2% |
| YTD | -9.9% | -1.2% | -8.7% | -13.8% |
| 1Y | 0.0% | +2.3% | -2.3% | -7.1% |
| All | +130.3% | +148.7% | -18.4% | +64.0% |
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