+70.8%
SAP vs UEC
+47.5%
+23.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.8% | -10.9% | -4.6% |
| 7D | -0.7% | -10.2% | +9.6% | 0.0% |
| 30D | +11.1% | -26.9% | +38.0% | +13.5% |
| 3M | +17.0% | -35.7% | +52.7% | +20.5% |
| 6M | +34.8% | -56.1% | +91.0% | +42.3% |
| YTD | -2.2% | -40.8% | +38.5% | -0.6% |
| 1Y | -6.4% | -43.4% | +36.9% | -4.8% |
| 3Y | +75.1% | +25.4% | +49.8% | +55.4% |
| All | +70.8% | +47.5% | +23.2% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling