-8.2%
EW vs STRL
+906.9%
-915.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.5% |
| 7D | +4.9% | +15.7% | -10.7% | +4.0% |
| 30D | +23.9% | -35.5% | +59.4% | +26.7% |
| 3M | +15.8% | -47.1% | +62.9% | +19.6% |
| 6M | +31.7% | -65.8% | +97.4% | +39.2% |
| YTD | +25.7% | -4.5% | +30.2% | +17.4% |
| 1Y | +24.4% | -10.5% | +34.9% | +16.8% |
| 3Y | +65.9% | +340.6% | -274.7% | +15.2% |
| All | -8.2% | +906.9% | -915.0% | -52.3% |
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 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