+15.6%
EMR vs STRL
+72.5%
-56.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +0.9% | +8.2% | -7.3% | -0.2% |
| 30D | -5.0% | -6.3% | +1.4% | -4.2% |
| 3M | +5.9% | -41.2% | +47.1% | +13.0% |
| 6M | +7.3% | +20.4% | -13.0% | -0.1% |
| YTD | +14.6% | +61.7% | -47.1% | +0.9% |
| 1Y | +15.6% | +72.7% | -57.1% | -1.7% |
| All | +15.6% | +72.5% | -56.9% | -1.7% |
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