+121.1%
EEM vs STRL
+3,697.3%
-3,576.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | +2.7% | +15.7% | -13.0% | +0.4% |
| 30D | -5.4% | -35.5% | +30.1% | +0.1% |
| 3M | -8.6% | -47.1% | +38.5% | -0.9% |
| 6M | -8.9% | -65.8% | +56.9% | +4.1% |
| YTD | +11.9% | -4.5% | +16.4% | +7.9% |
| 1Y | +13.1% | -10.5% | +23.6% | +9.6% |
| 3Y | +70.7% | +340.6% | -270.0% | +23.6% |
| 5Y | +31.8% | +911.0% | -879.3% | -19.7% |
| All | +121.1% | +3,697.3% | -3,576.1% | +4.0% |
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