-14.6%
EW vs STRL
+779.4%
-793.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.1% |
| 7D | +11.0% | -26.9% | +37.9% | +12.6% |
| 30D | +19.1% | -52.7% | +71.7% | +24.1% |
| 3M | +14.4% | -52.8% | +67.2% | +18.9% |
| 6M | +22.8% | -71.5% | +94.2% | +31.3% |
| YTD | +19.8% | -17.4% | +37.3% | +12.9% |
| 1Y | +23.9% | -35.0% | +58.9% | +19.5% |
| 3Y | +52.2% | +239.2% | -187.0% | +8.8% |
| All | -14.6% | +779.4% | -793.9% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling