-26.3%
EW vs STRL
+2,010.6%
-2,036.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | -0.3% |
| 7D | -0.3% | +3.4% | -3.7% | -0.6% |
| 30D | +1.0% | -9.2% | +10.3% | +1.6% |
| 3M | +2.8% | -51.0% | +53.8% | +7.5% |
| 6M | +5.5% | +15.8% | -10.3% | +0.2% |
| YTD | +5.5% | +58.9% | -53.4% | -3.6% |
| 1Y | +11.0% | +68.5% | -57.5% | -0.5% |
| 3Y | +17.7% | +485.2% | -467.5% | -15.7% |
| All | -26.3% | +2,010.6% | -2,036.9% | -60.9% |
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 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