+120.1%
SPOT vs UEC
+21.1%
+99.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.4% | +2.7% |
| 7D | +1.6% | -3.8% | +5.4% | +2.1% |
| 30D | +16.9% | -13.5% | +30.4% | +18.7% |
| 3M | +23.0% | -40.5% | +63.4% | +31.4% |
| 6M | +42.2% | -56.7% | +98.8% | +57.9% |
| YTD | +5.5% | -43.0% | +48.5% | +8.5% |
| 1Y | -5.1% | -42.5% | +37.5% | -3.4% |
| 3Y | +257.9% | +11.6% | +246.3% | +188.0% |
| All | +120.1% | +21.1% | +99.0% | +40.0% |
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