-100.0%
SPXU vs UEC
+335.5%
-435.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +2.6% |
| 7D | -1.5% | +2.6% | -4.1% | -0.8% |
| 30D | +3.7% | +5.6% | -1.9% | +6.0% |
| 3M | -9.6% | -5.7% | -3.9% | -8.6% |
| 6M | -32.4% | -8.0% | -24.3% | -30.0% |
| YTD | -28.7% | +1.8% | -30.5% | -22.5% |
| 1Y | -38.2% | +0.6% | -38.8% | -31.2% |
| 3Y | -80.4% | +155.2% | -235.6% | -67.0% |
| 5Y | -86.0% | +305.8% | -391.8% | -64.8% |
| 10Y | -99.5% | +943.0% | -1,042.5% | -97.2% |
| All | -100.0% | +335.5% | -435.5% | -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 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