+2.9%
UEC vs SPY
+645.2%
-642.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.4% |
| 7D | -5.2% | -0.6% | -4.6% | -4.0% |
| 30D | -22.0% | -3.7% | -18.3% | -17.1% |
| 3M | -37.0% | -2.7% | -34.2% | -33.8% |
| 6M | -52.7% | +2.2% | -54.9% | -52.8% |
| YTD | -38.6% | +10.8% | -49.4% | -44.6% |
| 1Y | -44.6% | +11.2% | -55.8% | -49.9% |
| 3Y | +27.1% | +76.5% | -49.4% | -38.3% |
| 5Y | +37.9% | +72.9% | -35.1% | -25.3% |
| 10Y | +631.6% | +304.8% | +326.8% | +56.6% |
| All | +2.9% | +645.2% | -642.4% | -89.0% |
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