+588.2%
SAP vs UEC
+4.1%
+584.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.8% | -10.9% | -4.7% |
| 7D | -0.7% | -10.2% | +9.6% | +0.1% |
| 30D | +11.1% | -26.9% | +38.0% | +13.7% |
| 3M | +17.0% | -35.7% | +52.7% | +20.8% |
| 6M | +34.8% | -56.1% | +91.0% | +42.6% |
| YTD | -2.2% | -40.8% | +38.5% | -0.3% |
| 1Y | -6.4% | -43.4% | +36.9% | -4.5% |
| 3Y | +75.1% | +25.4% | +49.8% | +60.3% |
| 5Y | +69.8% | +51.1% | +18.7% | +45.7% |
| 10Y | +219.8% | +695.4% | -475.6% | +113.3% |
| All | +588.2% | +4.1% | +584.1% | +310.7% |
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