+788.5%
XLK vs UEC
+885.8%
-97.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.5% | +2.0% |
| 7D | +0.2% | -9.4% | +9.7% | +1.5% |
| 30D | -0.6% | -8.0% | +7.4% | +0.2% |
| 3M | +2.6% | -1.7% | +4.2% | +2.3% |
| 6M | +34.0% | -26.1% | +60.1% | +37.3% |
| YTD | +30.7% | -10.5% | +41.2% | +29.6% |
| 1Y | +39.2% | -13.3% | +52.5% | +37.0% |
| 3Y | +120.4% | +116.4% | +4.1% | +83.3% |
| 5Y | +148.8% | +225.5% | -76.7% | +83.5% |
| All | +788.5% | +885.8% | -97.4% | +390.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 10y: compounded portfolio wealth divided by compounded UEC 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…
10y analysis · Full analysis span regression · 6 months rolling