+222.9%
SAP vs UEC
+765.9%
-543.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.1% | -8.4% | +0.8% |
| 7D | +1.6% | +1.5% | +0.2% | +1.3% |
| 30D | +10.5% | -17.1% | +27.6% | +12.1% |
| 3M | +15.2% | -32.3% | +47.5% | +18.6% |
| 6M | +36.7% | -49.7% | +86.4% | +43.4% |
| YTD | -0.6% | -34.8% | +34.2% | +0.6% |
| 1Y | -4.1% | -37.5% | +33.4% | -3.0% |
| 3Y | +73.2% | +37.1% | +36.2% | +54.2% |
| 5Y | +74.1% | +44.3% | +29.8% | +45.3% |
| 10Y | +222.9% | +737.4% | -514.4% | +102.5% |
| All | +222.9% | +765.9% | -543.0% | +102.5% |
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