+269.6%
EMR vs STRL
+7,193.7%
-6,924.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.0% | +0.4% |
| 7D | -1.5% | +3.4% | -4.9% | -2.3% |
| 30D | -5.6% | -9.2% | +3.6% | -3.8% |
| 3M | +7.9% | -51.0% | +59.0% | +24.4% |
| 6M | +6.0% | +15.8% | -9.7% | -4.2% |
| YTD | +16.4% | +58.9% | -42.4% | -3.5% |
| 1Y | +16.6% | +68.5% | -51.9% | -6.4% |
| 3Y | +62.9% | +485.2% | -422.4% | -11.4% |
| 5Y | +60.1% | +2,005.1% | -1,945.0% | -40.3% |
| All | +269.6% | +7,193.7% | -6,924.1% | -5.0% |
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