+414.4%
SPYG vs UEC
+885.8%
-471.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.4% |
| 7D | -0.9% | -9.4% | +8.6% | +0.2% |
| 30D | -1.5% | -8.0% | +6.5% | -0.8% |
| 3M | +3.7% | -1.7% | +5.4% | +3.4% |
| 6M | +16.4% | -26.1% | +42.6% | +18.8% |
| YTD | +13.3% | -10.5% | +23.9% | +12.2% |
| 1Y | +17.9% | -13.3% | +31.1% | +15.8% |
| 3Y | +98.3% | +116.4% | -18.0% | +67.3% |
| 5Y | +86.4% | +225.5% | -139.1% | +41.3% |
| All | +414.4% | +885.8% | -471.5% | +200.1% |
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