+462.7%
EWT vs STRL
+4,073.8%
-3,611.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.9% | +0.9% | +5.0% |
| 7D | +3.2% | +7.1% | -3.9% | +2.1% |
| 30D | -12.3% | -39.4% | +27.1% | -5.5% |
| 3M | -3.6% | -43.0% | +39.4% | +4.5% |
| 6M | +3.1% | -65.0% | +68.1% | +19.5% |
| YTD | +57.7% | -0.8% | +58.5% | +52.1% |
| 1Y | +60.3% | -20.3% | +80.6% | +59.1% |
| 3Y | +163.4% | +356.5% | -193.1% | +95.2% |
| 5Y | +127.4% | +952.8% | -825.4% | +45.0% |
| 10Y | +462.7% | +3,877.1% | -3,414.4% | +194.1% |
| All | +462.7% | +4,073.8% | -3,611.1% | +194.1% |
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