+65.6%
UEC vs SPY
+663.5%
-597.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.8% |
| 7D | -6.9% | +0.1% | -7.0% | -7.1% |
| 30D | +7.6% | +0.1% | +7.6% | +7.8% |
| 3M | -18.4% | +2.0% | -20.4% | -19.4% |
| 6M | -23.3% | +13.0% | -36.3% | -33.5% |
| YTD | -1.2% | +13.5% | -14.7% | -14.5% |
| 1Y | +2.3% | +20.0% | -17.7% | -17.5% |
| 3Y | +162.3% | +77.2% | +85.1% | +25.2% |
| 5Y | +287.2% | +81.9% | +205.4% | +94.5% |
| 10Y | +1,009.6% | +314.1% | +695.6% | +128.2% |
| All | +65.6% | +663.5% | -597.9% | -83.0% |
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