+1,927.7%
XLK vs UEC
+74.4%
+1,853.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +0.8% | +1.9% | -1.1% | +0.4% |
| 3M | +4.1% | +8.9% | -4.9% | +2.8% |
| 6M | +34.8% | -14.5% | +49.2% | +35.3% |
| YTD | +30.8% | -0.7% | +31.5% | +28.9% |
| 1Y | +42.4% | -4.1% | +46.4% | +39.6% |
| 3Y | +121.8% | +148.9% | -27.1% | +92.9% |
| 5Y | +146.6% | +300.0% | -153.4% | +96.8% |
| 10Y | +804.3% | +994.3% | -190.1% | +503.1% |
| All | +1,927.7% | +74.4% | +1,853.2% | +1,080.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling