-26.3%
SKHY vs UEC
-37.4%
+11.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -9.9% | -3.5% | -6.7% |
| 7D | -23.6% | -20.5% | -3.1% | -10.8% |
| 30D | -32.1% | -35.9% | +3.8% | -10.6% |
| 3M | -18.0% | -39.6% | +21.6% | +0.8% |
| All | -26.3% | -37.4% | +11.1% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling