+520.8%
EWT vs STRL
+7,055.3%
-6,534.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +2.1% | +8.2% | -6.1% | +0.8% |
| 30D | +9.4% | -6.3% | +15.7% | +10.3% |
| 3M | +10.9% | -41.2% | +52.1% | +19.3% |
| 6M | +57.9% | +20.4% | +37.6% | +49.1% |
| YTD | +75.9% | +61.7% | +14.2% | +58.4% |
| 1Y | +89.7% | +72.7% | +17.0% | +67.9% |
| 3Y | +200.9% | +530.9% | -330.0% | +114.0% |
| 5Y | +154.5% | +2,125.4% | -1,970.9% | +48.4% |
| 10Y | +520.8% | +7,301.3% | -6,780.6% | +216.6% |
| All | +520.8% | +7,055.3% | -6,534.6% | +216.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling