+7,328.4%
EW vs STRL
+20,125.6%
-12,797.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.1% |
| 7D | +11.0% | -26.9% | +37.9% | +12.7% |
| 30D | +19.1% | -52.7% | +71.7% | +23.9% |
| 3M | +14.4% | -52.8% | +67.2% | +18.7% |
| 6M | +22.8% | -71.5% | +94.2% | +30.4% |
| YTD | +19.8% | -17.4% | +37.3% | +17.6% |
| 1Y | +23.9% | -35.0% | +58.9% | +23.2% |
| 3Y | +52.2% | +239.2% | -187.0% | +33.2% |
| 5Y | -13.9% | +830.2% | -844.1% | -29.9% |
| 10Y | +241.9% | +3,574.7% | -3,332.8% | +151.8% |
| All | +7,328.4% | +20,125.6% | -12,797.2% | +6,082.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling