+15.0%
EEM vs STRL
-30.1%
+45.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -21.5% | +22.3% | +3.9% |
| 7D | -3.0% | -27.1% | +24.1% | +1.0% |
| 30D | -10.3% | -45.8% | +35.5% | -2.5% |
| 3M | -6.6% | -47.6% | +41.0% | +1.8% |
| 6M | -3.4% | -46.4% | +43.1% | +4.1% |
| YTD | +13.2% | -7.4% | +20.6% | +10.9% |
| 1Y | +15.0% | -25.9% | +40.9% | +14.8% |
| All | +15.0% | -30.1% | +45.1% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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