+660.0%
SPYM vs UEC
+0.2%
+659.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | +2.6% | -3.8% | +6.3% | +2.8% |
| 30D | -2.0% | -13.5% | +11.5% | -1.0% |
| 3M | -2.8% | -40.5% | +37.7% | +0.8% |
| 6M | +2.2% | -56.7% | +58.8% | +7.9% |
| YTD | +11.5% | -43.0% | +54.5% | +14.4% |
| 1Y | +13.5% | -42.5% | +56.0% | +16.1% |
| 3Y | +78.0% | +11.6% | +66.5% | +67.5% |
| 5Y | +73.1% | +21.8% | +51.4% | +55.4% |
| 10Y | +310.9% | +623.9% | -313.1% | +197.2% |
| All | +660.0% | +0.2% | +659.8% | +385.0% |
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