+3,176.4%
EMR vs STRL
+19,359.6%
-16,183.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.0% | +1.4% |
| 7D | -1.5% | +3.4% | -4.9% | -1.7% |
| 30D | -5.6% | -9.2% | +3.6% | -5.2% |
| 3M | +7.9% | -51.0% | +59.0% | +11.8% |
| 6M | +6.0% | +15.8% | -9.7% | +4.0% |
| YTD | +16.4% | +58.9% | -42.4% | +12.2% |
| 1Y | +16.6% | +68.5% | -51.9% | +11.7% |
| 3Y | +62.9% | +485.2% | -422.4% | +45.0% |
| 5Y | +60.1% | +2,005.1% | -1,945.0% | +33.7% |
| 10Y | +268.8% | +7,118.0% | -6,849.2% | +190.6% |
| All | +3,176.4% | +19,359.6% | -16,183.2% | +2,508.2% |
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