+685.9%
UEC vs SBAC
+109.8%
+576.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.1% |
| 7D | +0.6% | -2.8% | +3.3% | +1.7% |
| 30D | -18.1% | +3.1% | -21.2% | -19.4% |
| 3M | -36.9% | +5.1% | -42.1% | -38.5% |
| 6M | -56.1% | -11.4% | -44.7% | -54.8% |
| YTD | -38.1% | +0.2% | -38.3% | -40.6% |
| 1Y | -41.7% | -3.9% | -37.8% | -42.9% |
| 3Y | +28.2% | -7.7% | +35.9% | +19.8% |
| 5Y | +31.7% | -39.7% | +71.4% | +60.3% |
| 10Y | +685.9% | +111.9% | +574.0% | +743.4% |
| All | +685.9% | +109.8% | +576.0% | +743.4% |
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