+1,191.2%
STRL vs UEC
+4.1%
+1,187.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.8% | -3.3% | +2.4% |
| 7D | -26.9% | -10.2% | -16.7% | -25.4% |
| 30D | -52.7% | -26.9% | -25.7% | -50.1% |
| 3M | -52.8% | -35.7% | -17.2% | -49.5% |
| 6M | -71.5% | -56.1% | -15.4% | -67.8% |
| YTD | -17.4% | -40.8% | +23.3% | -11.1% |
| 1Y | -35.0% | -43.4% | +8.4% | -29.5% |
| 3Y | +239.2% | +25.4% | +213.9% | +221.4% |
| 5Y | +830.2% | +51.1% | +779.1% | +708.1% |
| 10Y | +3,574.7% | +695.4% | +2,879.3% | +2,229.8% |
| All | +1,191.2% | +4.1% | +1,187.2% | +685.0% |
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