+81.8%
SPY vs UEC
+278.7%
-196.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.6% | -0.9% |
| 7D | +0.5% | +2.6% | -2.0% | +0.3% |
| 30D | -0.9% | +5.6% | -6.5% | -1.7% |
| 3M | +3.9% | -5.7% | +9.6% | +3.7% |
| 6M | +14.5% | -8.0% | +22.6% | +13.8% |
| YTD | +12.9% | +1.8% | +11.1% | +10.3% |
| 1Y | +19.4% | +0.6% | +18.8% | +15.4% |
| 3Y | +78.5% | +155.2% | -76.7% | +48.8% |
| 5Y | +81.8% | +305.8% | -224.1% | +39.8% |
| All | +81.8% | +278.7% | -196.9% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling