+1,168.3%
SPXL vs UEC
+939.6%
+228.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -0.3% |
| 7D | -6.0% | -4.3% | -1.7% | -4.8% |
| 30D | -5.8% | -3.8% | -1.9% | -5.3% |
| 3M | +10.9% | +17.0% | -6.1% | +4.2% |
| 6M | +31.9% | -23.9% | +55.8% | +38.6% |
| YTD | +25.8% | -5.7% | +31.4% | +20.9% |
| 1Y | +39.8% | -12.5% | +52.3% | +33.2% |
| 3Y | +219.9% | +136.5% | +83.4% | +98.0% |
| 5Y | +141.1% | +243.3% | -102.2% | +16.9% |
| All | +1,168.3% | +939.6% | +228.7% | +201.2% |
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