+301.5%
EMR vs STRL
+4,310.8%
-4,009.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +15.0% | -10.6% | +1.1% |
| 7D | +2.1% | -13.3% | +15.5% | +4.1% |
| 30D | +4.8% | -43.3% | +48.1% | +17.1% |
| 3M | +7.5% | -46.9% | +54.3% | +21.3% |
| 6M | +20.9% | -65.6% | +86.4% | +47.2% |
| YTD | +29.2% | -5.1% | +34.3% | +17.6% |
| 1Y | +33.0% | -23.1% | +56.0% | +26.7% |
| 3Y | +109.8% | +346.8% | -237.1% | +17.1% |
| 5Y | +91.9% | +907.2% | -815.2% | -17.6% |
| 10Y | +301.5% | +3,988.2% | -3,686.7% | +16.4% |
| All | +301.5% | +4,310.8% | -4,009.3% | +16.4% |
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