+52.2%
EW vs STRL
+233.5%
-181.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.2% |
| 7D | +11.0% | -26.9% | +37.9% | +11.7% |
| 30D | +19.1% | -52.7% | +71.7% | +21.5% |
| 3M | +14.4% | -52.8% | +67.2% | +16.6% |
| 6M | +22.8% | -71.5% | +94.2% | +27.3% |
| YTD | +19.8% | -17.4% | +37.3% | +14.2% |
| 1Y | +23.9% | -35.0% | +58.9% | +19.9% |
| 3Y | +52.2% | +239.2% | -187.0% | +20.9% |
| All | +52.2% | +233.5% | -181.3% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling