-44.7%
UEC vs SARO
-7.8%
-36.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -6.1% |
| 7D | -13.8% | +15.8% | -29.5% | -22.1% |
| 30D | -23.1% | +22.2% | -45.3% | -33.2% |
| 3M | -31.5% | -16.2% | -15.3% | -22.6% |
| 6M | -51.5% | +4.6% | -56.1% | -55.8% |
| YTD | -38.4% | -10.4% | -28.1% | -37.9% |
| 1Y | -44.7% | -6.5% | -38.2% | -47.4% |
| All | -44.7% | -7.8% | -36.9% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling