+147.2%
SAN vs UEC
+73.5%
+73.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +1.8% | -6.9% | +8.7% | +2.7% |
| 30D | +2.0% | +7.6% | -5.7% | +0.7% |
| 3M | +19.7% | -18.4% | +38.1% | +21.8% |
| 6M | +30.6% | -23.3% | +53.9% | +33.0% |
| YTD | +28.8% | -1.2% | +30.0% | +26.1% |
| 1Y | +57.8% | +2.3% | +55.5% | +51.8% |
| 3Y | +338.1% | +162.3% | +175.9% | +255.0% |
| 5Y | +384.2% | +287.2% | +97.0% | +245.9% |
| 10Y | +353.1% | +1,009.6% | -656.5% | +142.2% |
| All | +147.2% | +73.5% | +73.7% | +6.7% |
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