-13.3%
UEC vs SARO
-10.7%
-2.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.8% | -6.2% |
| 7D | -9.4% | -3.1% | -6.3% | -7.7% |
| 30D | -8.0% | -12.2% | +4.2% | -0.4% |
| 3M | -1.7% | -7.4% | +5.7% | +1.5% |
| 6M | -26.1% | -15.3% | -10.9% | -20.3% |
| YTD | -10.5% | -16.2% | +5.6% | -3.0% |
| 1Y | -13.3% | -12.1% | -1.2% | -11.7% |
| All | -13.3% | -10.7% | -2.6% | -11.7% |
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