-100.0%
SPXS vs UEC
+2,120.0%
-2,220.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +0.8% |
| 7D | -7.5% | -3.8% | -3.8% | -8.0% |
| 30D | +5.3% | -13.5% | +18.8% | +2.8% |
| 3M | +9.7% | -40.5% | +50.2% | -1.6% |
| 6M | -4.6% | -56.7% | +52.1% | -18.6% |
| YTD | -25.8% | -43.0% | +17.2% | -29.7% |
| 1Y | -28.8% | -42.5% | +13.8% | -31.7% |
| 3Y | -80.2% | +11.6% | -91.7% | -74.1% |
| 5Y | -83.2% | +21.8% | -105.0% | -71.5% |
| 10Y | -99.5% | +623.9% | -723.4% | -97.9% |
| All | -100.0% | +2,120.0% | -2,220.0% | -100.0% |
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 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