-100.0%
SPXU vs UEC
+324.9%
-424.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +0.7% |
| 7D | +1.3% | -0.2% | +1.4% | +1.2% |
| 30D | +5.1% | +1.9% | +3.2% | +6.3% |
| 3M | -9.1% | +8.9% | -18.1% | -4.6% |
| 6M | -29.6% | -14.5% | -15.1% | -28.6% |
| YTD | -27.7% | -0.7% | -27.0% | -22.0% |
| 1Y | -37.0% | -4.1% | -32.9% | -30.8% |
| 3Y | -80.2% | +148.9% | -229.1% | -66.8% |
| 5Y | -86.0% | +300.0% | -386.0% | -64.9% |
| 10Y | -99.5% | +994.3% | -1,093.9% | -97.3% |
| All | -100.0% | +324.9% | -424.9% | -99.9% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling