+132.3%
EEM vs STRL
+7,055.3%
-6,923.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +2.0% | +8.2% | -6.2% | +0.8% |
| 30D | +5.1% | -6.3% | +11.4% | +5.9% |
| 3M | +4.6% | -41.2% | +45.8% | +11.7% |
| 6M | +17.8% | +20.4% | -2.6% | +11.3% |
| YTD | +25.8% | +61.7% | -35.9% | +13.7% |
| 1Y | +36.4% | +72.7% | -36.3% | +21.0% |
| 3Y | +90.0% | +530.9% | -440.9% | +33.1% |
| 5Y | +46.6% | +2,125.4% | -2,078.8% | -18.5% |
| 10Y | +132.3% | +7,301.3% | -7,169.1% | +5.8% |
| All | +132.3% | +7,055.3% | -6,923.1% | +5.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling