+91.0%
EEM vs STRL
+509.6%
-418.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +1.1% |
| 7D | +2.3% | +3.4% | -1.1% | +1.9% |
| 30D | +4.5% | -9.2% | +13.8% | +5.7% |
| 3M | -0.1% | -51.0% | +51.0% | +8.2% |
| 6M | +16.9% | +15.8% | +1.2% | +12.7% |
| YTD | +26.2% | +58.9% | -32.6% | +17.4% |
| 1Y | +40.5% | +68.5% | -28.0% | +29.1% |
| All | +91.0% | +509.6% | -418.6% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling