+2,384.6%
STRL vs UEC
+73.5%
+2,311.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +3.4% | -6.9% | +10.3% | +4.5% |
| 30D | -9.2% | +7.6% | -16.9% | -10.5% |
| 3M | -51.0% | -18.4% | -32.7% | -49.7% |
| 6M | +15.8% | -23.3% | +39.0% | +19.6% |
| YTD | +58.9% | -1.2% | +60.1% | +57.7% |
| 1Y | +68.5% | +2.3% | +66.2% | +65.5% |
| 3Y | +485.2% | +162.3% | +322.9% | +395.2% |
| 5Y | +2,005.1% | +287.2% | +1,717.9% | +1,489.3% |
| 10Y | +7,118.0% | +1,009.6% | +6,108.3% | +4,186.0% |
| All | +2,384.6% | +73.5% | +2,311.1% | +1,292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling