+101.0%
SPXL vs UEC
+21.1%
+79.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.6% |
| 7D | +7.4% | -3.8% | +11.2% | +8.6% |
| 30D | -7.8% | -13.5% | +5.7% | -3.7% |
| 3M | -11.9% | -40.5% | +28.5% | +2.0% |
| 6M | -1.7% | -56.7% | +54.9% | +23.3% |
| YTD | +20.8% | -43.0% | +63.8% | +34.5% |
| 1Y | +25.0% | -42.5% | +67.5% | +37.5% |
| 3Y | +226.1% | +11.6% | +214.6% | +147.2% |
| All | +101.0% | +21.1% | +79.9% | +27.1% |
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