-24.4%
STRL vs UEC
-40.9%
+16.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +10.1% | +4.9% | +9.9% |
| 7D | -13.3% | +1.5% | -14.8% | -13.1% |
| 30D | -43.3% | -17.1% | -26.3% | -37.8% |
| 3M | -46.9% | -32.3% | -14.5% | -37.1% |
| 6M | -65.6% | -49.7% | -15.9% | -55.0% |
| YTD | -5.1% | -34.8% | +29.7% | +2.6% |
| All | -24.4% | -40.9% | +16.5% | -15.1% |
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 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