+492.7%
SPCX vs UEC
+51.8%
+440.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.1% | -5.4% |
| 7D | +13.2% | +4.9% | +8.3% | +17.6% |
| 30D | -10.6% | -17.5% | +6.9% | -28.3% |
| 3M | -4.2% | -40.1% | +35.9% | -46.0% |
| 6M | +536.7% | -49.1% | +585.8% | +240.8% |
| YTD | +542.4% | -41.8% | +584.1% | +242.3% |
| 1Y | +446.0% | -44.8% | +490.8% | +191.1% |
| All | +492.7% | +51.8% | +440.9% | +201.5% |
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