+2.9%
UEC vs SBAC
+608.8%
-606.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.2% |
| 7D | -5.2% | +3.6% | -8.8% | -7.0% |
| 30D | -22.0% | +4.9% | -26.9% | -24.2% |
| 3M | -37.0% | +6.5% | -43.5% | -39.3% |
| 6M | -52.7% | -11.1% | -41.6% | -51.2% |
| YTD | -38.6% | +0.9% | -39.5% | -41.9% |
| 1Y | -44.6% | -1.6% | -43.0% | -46.8% |
| 3Y | +27.1% | -7.0% | +34.1% | +17.8% |
| 5Y | +37.9% | -39.2% | +77.1% | +62.1% |
| 10Y | +631.6% | +111.4% | +520.3% | +329.0% |
| All | +2.9% | +608.8% | -606.0% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling