+953.1%
SPYG vs UEC
+0.2%
+952.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +2.3% | -3.8% | +6.1% | +2.7% |
| 30D | -6.5% | -13.5% | +7.1% | -5.3% |
| 3M | -6.8% | -40.5% | +33.6% | -2.8% |
| 6M | -3.1% | -56.7% | +53.5% | +3.4% |
| YTD | +8.0% | -43.0% | +51.0% | +11.5% |
| 1Y | +10.2% | -42.5% | +52.8% | +13.4% |
| 3Y | +91.0% | +11.6% | +79.4% | +78.9% |
| 5Y | +67.7% | +21.8% | +46.0% | +49.3% |
| 10Y | +393.9% | +623.9% | -230.0% | +244.4% |
| All | +953.1% | +0.2% | +952.9% | +539.4% |
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