+7,178.3%
STRL vs UEC
+933.9%
+6,244.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +2.6% |
| 7D | +10.1% | +2.6% | +7.5% | +9.5% |
| 30D | -8.2% | +5.6% | -13.8% | -9.6% |
| 3M | -43.7% | -5.7% | -38.0% | -43.4% |
| 6M | +27.1% | -8.0% | +35.1% | +28.0% |
| YTD | +64.0% | +1.8% | +62.2% | +60.8% |
| 1Y | +75.2% | +0.6% | +74.6% | +70.5% |
| 3Y | +539.9% | +155.2% | +384.8% | +403.8% |
| 5Y | +2,133.0% | +305.8% | +1,827.2% | +1,361.6% |
| 10Y | +7,178.3% | +943.0% | +6,235.3% | +3,501.4% |
| All | +7,178.3% | +933.9% | +6,244.3% | +3,501.4% |
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