-9.3%
SHOP vs UEC
+278.7%
-287.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.0% | -10.6% | -8.3% |
| 7D | -4.1% | +2.6% | -6.7% | -4.8% |
| 30D | -11.5% | +5.6% | -17.1% | -13.2% |
| 3M | +21.1% | -5.7% | +26.8% | +20.6% |
| 6M | +3.0% | -8.0% | +11.0% | +0.9% |
| YTD | -16.7% | +1.8% | -18.5% | -22.5% |
| 1Y | -8.3% | +0.6% | -8.9% | -16.8% |
| 3Y | +112.8% | +155.2% | -42.3% | +29.7% |
| 5Y | -9.3% | +305.8% | -315.1% | -56.7% |
| All | -9.3% | +278.7% | -287.9% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling