+37.9%
UEC vs SPY
+72.2%
-34.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.2% |
| 7D | -5.2% | -0.6% | -4.6% | -3.7% |
| 30D | -22.0% | -3.7% | -18.3% | -15.5% |
| 3M | -37.0% | -2.7% | -34.2% | -32.8% |
| 6M | -52.7% | +2.2% | -54.9% | -53.0% |
| YTD | -38.6% | +10.8% | -49.4% | -46.6% |
| 1Y | -44.6% | +11.2% | -55.8% | -51.8% |
| 3Y | +27.1% | +76.5% | -49.4% | -53.7% |
| 5Y | +37.9% | +72.9% | -35.1% | -39.7% |
| All | +37.9% | +72.2% | -34.3% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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