+623.9%
UEC vs SBAC
+114.8%
+509.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.6% |
| 7D | -3.8% | +0.6% | -4.4% | -4.0% |
| 30D | -13.5% | +5.5% | -19.0% | -15.7% |
| 3M | -40.5% | +3.1% | -43.6% | -41.5% |
| 6M | -56.7% | -7.0% | -49.6% | -56.3% |
| YTD | -43.0% | +0.5% | -43.5% | -45.3% |
| 1Y | -42.5% | +0.2% | -42.8% | -44.8% |
| 3Y | +11.6% | -7.4% | +18.9% | +4.2% |
| 5Y | +21.8% | -39.7% | +61.5% | +48.2% |
| All | +623.9% | +114.8% | +509.1% | +696.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling