+264.0%
SPOT vs UEC
+808.7%
-544.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.4% | -3.2% |
| 7D | -0.9% | -6.9% | +6.0% | +0.2% |
| 30D | +12.5% | +7.6% | +4.8% | +10.7% |
| 3M | +9.9% | -18.4% | +28.3% | +11.9% |
| 6M | +1.6% | -23.3% | +24.8% | +3.0% |
| YTD | -6.6% | -1.2% | -5.4% | -10.5% |
| 1Y | -22.9% | +2.3% | -25.2% | -28.1% |
| 3Y | +244.3% | +162.3% | +82.0% | +153.8% |
| 5Y | +117.8% | +287.2% | -169.4% | +38.0% |
| All | +264.0% | +808.7% | -544.6% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling