+3,988.2%
STRL vs UEC
+765.9%
+3,222.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +10.1% | +4.9% | +12.6% |
| 7D | -13.3% | +1.5% | -14.8% | -13.1% |
| 30D | -43.3% | -17.1% | -26.3% | -40.5% |
| 3M | -46.9% | -32.3% | -14.5% | -42.0% |
| 6M | -65.6% | -49.7% | -15.9% | -60.2% |
| YTD | -5.1% | -34.8% | +29.7% | +3.3% |
| 1Y | -23.1% | -37.5% | +14.5% | -15.6% |
| 3Y | +346.8% | +37.1% | +309.8% | +304.3% |
| 5Y | +907.2% | +44.3% | +862.9% | +722.4% |
| 10Y | +3,988.2% | +737.4% | +3,250.8% | +2,056.1% |
| All | +3,988.2% | +765.9% | +3,222.3% | +2,056.1% |
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