+534.1%
SAP vs UEC
+73.5%
+460.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -2.9% | -6.9% | +4.0% | -2.3% |
| 30D | +9.0% | +7.6% | +1.4% | +8.2% |
| 3M | +14.9% | -18.4% | +33.3% | +16.2% |
| 6M | +11.9% | -23.3% | +35.2% | +12.8% |
| YTD | -9.9% | -1.2% | -8.7% | -11.6% |
| 1Y | -19.5% | +2.3% | -21.8% | -22.1% |
| 3Y | +61.8% | +162.3% | -100.5% | +39.1% |
| 5Y | +56.2% | +287.2% | -231.1% | +23.4% |
| 10Y | +180.6% | +1,009.6% | -829.0% | +82.3% |
| All | +534.1% | +73.5% | +460.6% | +263.9% |
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