+235.5%
EW vs STRL
+3,580.1%
-3,344.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.0% |
| 7D | +11.0% | -26.9% | +37.9% | +13.5% |
| 30D | +19.1% | -52.7% | +71.7% | +26.4% |
| 3M | +14.4% | -52.8% | +67.2% | +21.1% |
| 6M | +22.8% | -71.5% | +94.2% | +34.8% |
| YTD | +19.8% | -17.4% | +37.3% | +14.0% |
| 1Y | +23.9% | -35.0% | +58.9% | +20.8% |
| 3Y | +52.2% | +239.2% | -187.0% | +13.4% |
| 5Y | -13.9% | +830.2% | -844.1% | -46.2% |
| All | +235.5% | +3,580.1% | -3,344.6% | +78.8% |
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 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