+336.9%
SAN vs UEC
+908.7%
-571.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -0.1% | +1.9% | -2.0% | -0.6% |
| 3M | +19.6% | +8.9% | +10.7% | +17.5% |
| 6M | +32.7% | -14.5% | +47.1% | +33.2% |
| YTD | +26.7% | -0.7% | +27.4% | +23.8% |
| 1Y | +51.6% | -4.1% | +55.7% | +46.9% |
| 3Y | +348.7% | +148.9% | +199.8% | +261.3% |
| 5Y | +378.7% | +300.0% | +78.7% | +230.9% |
| 10Y | +336.9% | +994.3% | -657.4% | +113.4% |
| All | +336.9% | +908.7% | -571.8% | +113.4% |
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