-4.4%
UEC vs SPY
+649.7%
-654.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.5% |
| 7D | -3.8% | +2.6% | -6.4% | -6.9% |
| 30D | -13.5% | -2.0% | -11.5% | -10.4% |
| 3M | -40.5% | -2.8% | -37.7% | -37.4% |
| 6M | -56.7% | +2.1% | -58.8% | -56.8% |
| YTD | -43.0% | +11.5% | -54.5% | -48.9% |
| 1Y | -42.5% | +13.5% | -56.0% | -49.5% |
| 3Y | +11.6% | +77.7% | -66.1% | -46.4% |
| 5Y | +21.8% | +72.6% | -50.9% | -33.9% |
| 10Y | +623.9% | +308.2% | +315.8% | +53.2% |
| All | -4.4% | +649.7% | -654.1% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling