+56.4%
SAP vs UEC
+274.7%
-218.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -2.9% | -6.9% | +4.0% | -2.4% |
| 30D | +9.0% | +7.6% | +1.4% | +8.3% |
| 3M | +14.9% | -18.4% | +33.3% | +16.2% |
| 6M | +11.9% | -23.3% | +35.2% | +12.9% |
| YTD | -9.9% | -1.2% | -8.7% | -11.6% |
| 1Y | -19.5% | +2.3% | -21.8% | -22.2% |
| 3Y | +61.8% | +162.3% | -100.5% | +35.3% |
| All | +56.4% | +274.7% | -218.3% | +19.7% |
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 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