+3,380.7%
EMR vs STRL
+10,012.8%
-6,632.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.4% |
| 7D | -1.6% | -26.9% | +25.3% | -0.1% |
| 30D | +2.0% | -52.7% | +54.6% | +6.0% |
| 3M | +3.8% | -52.8% | +56.7% | +7.8% |
| 6M | +10.5% | -71.5% | +82.0% | +17.5% |
| YTD | +23.7% | -17.4% | +41.2% | +23.2% |
| 1Y | +25.4% | -35.0% | +60.4% | +26.3% |
| 3Y | +86.6% | +239.2% | -152.7% | +70.9% |
| 5Y | +83.0% | +830.2% | -747.2% | +59.2% |
| 10Y | +319.5% | +3,574.7% | -3,255.2% | +242.1% |
| All | +3,380.7% | +10,012.8% | -6,632.1% | +2,763.8% |
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