+248.8%
EW vs STRL
+4,073.8%
-3,825.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +1.3% |
| 7D | +6.5% | +7.1% | -0.6% | +5.6% |
| 30D | +22.5% | -39.4% | +61.9% | +27.2% |
| 3M | +13.0% | -43.0% | +55.9% | +17.6% |
| 6M | +37.1% | -65.0% | +102.1% | +47.9% |
| YTD | +24.1% | -0.8% | +24.9% | +16.1% |
| 1Y | +24.2% | -20.3% | +44.5% | +18.9% |
| 3Y | +64.8% | +356.5% | -291.7% | +18.9% |
| 5Y | -7.4% | +952.8% | -960.3% | -42.8% |
| 10Y | +248.8% | +3,877.1% | -3,628.3% | +90.6% |
| All | +248.8% | +4,073.8% | -3,825.0% | +90.6% |
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