+307.8%
SPY vs UEC
+616.1%
-308.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +2.6% | -3.8% | +6.4% | +2.9% |
| 30D | -2.0% | -13.5% | +11.5% | -0.7% |
| 3M | -2.8% | -40.5% | +37.7% | +2.0% |
| 6M | +2.1% | -56.7% | +58.8% | +9.8% |
| YTD | +11.5% | -43.0% | +54.5% | +15.2% |
| 1Y | +13.5% | -42.5% | +56.0% | +16.7% |
| 3Y | +77.7% | +11.6% | +66.1% | +62.4% |
| 5Y | +72.6% | +21.8% | +50.9% | +47.3% |
| All | +307.8% | +616.1% | -308.3% | +150.2% |
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