+97.9%
EWT vs STRL
+76.3%
+21.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +0.8% |
| 7D | +4.0% | +3.4% | +0.6% | +3.3% |
| 30D | +10.3% | -9.2% | +19.5% | +12.1% |
| 3M | +6.1% | -51.0% | +57.1% | +18.6% |
| 6M | +56.6% | +15.8% | +40.9% | +47.0% |
| YTD | +76.6% | +58.9% | +17.7% | +55.6% |
| 1Y | +97.9% | +68.5% | +29.3% | +74.5% |
| All | +97.9% | +76.3% | +21.6% | +74.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling