+27.1%
UEC vs SBAC
-7.1%
+34.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -5.9% |
| 7D | -5.2% | +3.6% | -8.8% | -4.9% |
| 30D | -22.0% | +4.9% | -26.9% | -21.7% |
| 3M | -37.0% | +6.5% | -43.5% | -36.8% |
| 6M | -52.7% | -11.1% | -41.6% | -53.0% |
| YTD | -38.6% | +0.9% | -39.5% | -38.7% |
| 1Y | -44.6% | -1.6% | -43.0% | -44.9% |
| 3Y | +27.1% | -7.0% | +34.1% | +28.5% |
| All | +27.1% | -7.1% | +34.3% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling