+784.6%
STRL vs UEC
+47.5%
+737.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.8% | -3.3% | +1.6% |
| 7D | -26.9% | -10.2% | -16.7% | -24.3% |
| 30D | -52.7% | -26.9% | -25.7% | -48.2% |
| 3M | -52.8% | -35.7% | -17.2% | -47.0% |
| 6M | -71.5% | -56.1% | -15.4% | -65.1% |
| YTD | -17.4% | -40.8% | +23.3% | -6.7% |
| 1Y | -35.0% | -43.4% | +8.4% | -25.7% |
| 3Y | +239.2% | +25.4% | +213.9% | +215.2% |
| All | +784.6% | +47.5% | +737.1% | +629.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling