+133.4%
EEM vs STRL
+7,157.2%
-7,023.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.3% |
| 7D | +3.1% | +10.1% | -7.0% | +1.6% |
| 30D | +4.9% | -8.2% | +13.1% | +6.0% |
| 3M | +5.2% | -43.7% | +48.9% | +13.1% |
| 6M | +20.7% | +27.1% | -6.4% | +13.2% |
| YTD | +26.5% | +64.0% | -37.5% | +14.1% |
| 1Y | +37.8% | +75.2% | -37.3% | +22.1% |
| 3Y | +91.0% | +539.9% | -448.9% | +33.5% |
| 5Y | +47.0% | +2,133.0% | -2,086.0% | -18.2% |
| All | +133.4% | +7,157.2% | -7,023.8% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling