-99.5%
SPXU vs UEC
+885.8%
-985.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.2% | +2.8% | -4.0% |
| 7D | +2.5% | -9.4% | +11.9% | -0.6% |
| 30D | +4.2% | -8.0% | +12.2% | +2.2% |
| 3M | -9.3% | -1.7% | -7.6% | -8.0% |
| 6M | -30.7% | -26.1% | -4.5% | -32.8% |
| YTD | -28.1% | -10.5% | -17.6% | -24.4% |
| 1Y | -35.2% | -13.3% | -22.0% | -30.6% |
| 3Y | -79.9% | +116.4% | -196.3% | -66.0% |
| 5Y | -86.4% | +225.5% | -311.9% | -64.6% |
| All | -99.5% | +885.8% | -985.4% | -96.6% |
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