+305.8%
UEC vs SPY
+81.8%
+224.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.6% | +4.1% |
| 7D | +2.6% | +0.5% | +2.0% | +1.4% |
| 30D | +5.6% | -0.9% | +6.5% | +7.7% |
| 3M | -5.7% | +3.9% | -9.6% | -11.0% |
| 6M | -8.0% | +14.5% | -22.6% | -25.9% |
| YTD | +1.8% | +12.9% | -11.1% | -15.3% |
| 1Y | +0.6% | +19.4% | -18.8% | -23.7% |
| 3Y | +155.2% | +78.5% | +76.7% | -9.3% |
| 5Y | +305.8% | +81.8% | +224.1% | +64.6% |
| All | +305.8% | +81.8% | +224.0% | +64.6% |
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