+854.3%
EEM vs STRL
+29,384.2%
-28,530.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +0.9% |
| 7D | +2.3% | +3.4% | -1.1% | +1.7% |
| 30D | +4.5% | -9.2% | +13.8% | +6.0% |
| 3M | -0.1% | -51.0% | +51.0% | +10.9% |
| 6M | +16.9% | +15.8% | +1.2% | +10.0% |
| YTD | +26.2% | +58.9% | -32.6% | +12.4% |
| 1Y | +40.5% | +68.5% | -28.0% | +22.6% |
| 3Y | +86.2% | +485.2% | -399.0% | +25.5% |
| 5Y | +45.5% | +2,005.1% | -1,959.6% | -23.3% |
| 10Y | +128.6% | +7,118.0% | -6,989.3% | -11.4% |
| All | +854.3% | +29,384.2% | -28,530.0% | +256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling