+68.5%
STRL vs UEC
-1.0%
+69.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +3.4% | -6.9% | +10.3% | +6.3% |
| 30D | -9.2% | +7.6% | -16.9% | -12.6% |
| 3M | -51.0% | -18.4% | -32.7% | -48.3% |
| 6M | +15.8% | -23.3% | +39.0% | +21.9% |
| YTD | +58.9% | -1.2% | +60.1% | +52.4% |
| 1Y | +68.5% | +2.3% | +66.2% | +58.6% |
| All | +68.5% | -1.0% | +69.6% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 1y: compounded portfolio wealth divided by compounded UEC 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…
1y analysis · Full analysis span regression · 6 months rolling