+252.8%
SPOT vs UEC
+722.8%
-470.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +1.6% |
| 7D | -3.1% | -9.4% | +6.4% | -1.6% |
| 30D | +7.4% | -8.0% | +15.4% | +8.2% |
| 3M | +8.2% | -1.7% | +9.9% | +7.4% |
| 6M | +2.2% | -26.1% | +28.4% | +4.4% |
| YTD | -9.5% | -10.5% | +1.1% | -11.9% |
| 1Y | -23.8% | -13.3% | -10.6% | -26.9% |
| 3Y | +233.5% | +116.4% | +117.1% | +154.1% |
| 5Y | +112.2% | +225.5% | -113.3% | +38.3% |
| All | +252.8% | +722.8% | -470.0% | +76.9% |
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