+239.8%
EW vs STRL
+4,310.8%
-4,071.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +15.0% | -12.5% | +1.2% |
| 7D | +12.3% | -13.3% | +25.6% | +13.0% |
| 30D | +22.9% | -43.3% | +66.2% | +28.4% |
| 3M | +16.7% | -46.9% | +63.6% | +22.2% |
| 6M | +31.0% | -65.6% | +96.5% | +41.3% |
| YTD | +22.8% | -5.1% | +27.9% | +15.4% |
| 1Y | +25.6% | -23.1% | +48.6% | +20.5% |
| 3Y | +62.0% | +346.8% | -284.9% | +17.1% |
| 5Y | -12.8% | +907.2% | -919.9% | -45.8% |
| 10Y | +239.8% | +3,988.2% | -3,748.4% | +93.3% |
| All | +239.8% | +4,310.8% | -4,071.0% | +93.3% |
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