+63.7%
SPG vs UEC
+908.7%
-845.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -6.3% | +1.9% | -8.2% | -6.8% |
| 3M | -2.4% | +8.9% | -11.4% | -4.3% |
| 6M | +9.6% | -14.5% | +24.1% | +9.4% |
| YTD | +14.2% | -0.7% | +14.9% | +10.5% |
| 1Y | +19.3% | -4.1% | +23.3% | +14.2% |
| 3Y | +106.7% | +148.9% | -42.2% | +63.2% |
| 5Y | +104.2% | +300.0% | -195.8% | +37.2% |
| 10Y | +63.7% | +994.3% | -930.7% | -24.2% |
| All | +63.7% | +908.7% | -845.0% | -24.2% |
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