+939.6%
UEC vs SBAC
+83.0%
+856.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.8% | -2.2% | -3.9% |
| 7D | -4.3% | -5.3% | +1.0% | -2.2% |
| 30D | -3.8% | +0.4% | -4.2% | -4.0% |
| 3M | +17.0% | -11.9% | +28.9% | +22.1% |
| 6M | -23.9% | -4.5% | -19.4% | -24.6% |
| YTD | -5.7% | -4.3% | -1.3% | -7.2% |
| 1Y | -12.5% | -3.9% | -8.7% | -14.4% |
| 3Y | +136.5% | -11.0% | +147.5% | +124.0% |
| 5Y | +243.3% | -44.1% | +287.4% | +331.5% |
| All | +939.6% | +83.0% | +856.6% | +1,032.8% |
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