+1,014.9%
SPYG vs UEC
+73.5%
+941.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +0.4% | -6.9% | +7.3% | +1.0% |
| 30D | -0.4% | +7.6% | -8.1% | -1.3% |
| 3M | +0.5% | -18.4% | +18.9% | +1.8% |
| 6M | +17.5% | -23.3% | +40.7% | +18.9% |
| YTD | +14.3% | -1.2% | +15.5% | +12.5% |
| 1Y | +21.7% | +2.3% | +19.4% | +18.4% |
| 3Y | +98.6% | +162.3% | -63.7% | +72.3% |
| 5Y | +85.1% | +287.2% | -202.1% | +48.8% |
| 10Y | +412.0% | +1,009.6% | -597.6% | +243.0% |
| All | +1,014.9% | +73.5% | +941.4% | +545.6% |
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