+25.7%
EMR vs STRL
-30.1%
+55.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -21.5% | +23.9% | +5.1% |
| 7D | +1.6% | -27.1% | +28.7% | +5.2% |
| 30D | +5.0% | -45.8% | +50.8% | +12.9% |
| 3M | +7.7% | -47.6% | +55.3% | +16.0% |
| 6M | +26.8% | -46.4% | +73.2% | +33.8% |
| YTD | +29.9% | -7.4% | +37.2% | +23.0% |
| 1Y | +25.7% | -25.9% | +51.5% | +21.6% |
| All | +25.7% | -30.1% | +55.8% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling