+86.5%
SPYG vs UEC
+293.2%
-206.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.1% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -1.7% | +1.9% | -3.6% | -2.2% |
| 3M | +3.6% | +8.9% | -5.3% | +1.8% |
| 6M | +16.6% | -14.5% | +31.0% | +16.9% |
| YTD | +13.4% | -0.7% | +14.1% | +10.5% |
| 1Y | +19.6% | -4.1% | +23.6% | +15.6% |
| 3Y | +99.8% | +148.9% | -49.2% | +60.9% |
| All | +86.5% | +293.2% | -206.7% | +35.9% |
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 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