+3,786.6%
STRL vs UEC
+631.2%
+3,155.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.6% |
| 7D | +23.4% | +4.9% | +18.5% | +22.2% |
| 30D | -39.5% | -17.5% | -22.0% | -36.4% |
| 3M | -45.1% | -40.1% | -4.9% | -38.3% |
| 6M | -64.6% | -56.1% | -8.4% | -57.7% |
| YTD | -1.5% | -41.8% | +40.3% | +9.9% |
| 1Y | -20.8% | -44.8% | +24.0% | -10.6% |
| 3Y | +353.1% | +20.6% | +332.6% | +321.3% |
| 5Y | +942.9% | +24.3% | +918.6% | +778.5% |
| All | +3,786.6% | +631.2% | +3,155.4% | +1,957.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling