+276.7%
SAN vs UEC
+623.0%
-346.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.7% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | -6.3% | -18.1% | +11.9% | -4.1% |
| 3M | -14.1% | -36.9% | +22.8% | -9.4% |
| 6M | +4.2% | -56.1% | +60.3% | +14.1% |
| YTD | +9.0% | -38.1% | +47.1% | +12.8% |
| 1Y | +18.8% | -41.7% | +60.5% | +23.2% |
| 3Y | +252.0% | +28.2% | +223.8% | +209.6% |
| 5Y | +299.5% | +31.7% | +267.8% | +225.4% |
| 10Y | +276.7% | +685.9% | -409.2% | +100.7% |
| All | +276.7% | +623.0% | -346.3% | +100.7% |
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 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