-3.6%
EWT vs STRL
-43.9%
+40.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.9% | +0.9% | +4.3% |
| 7D | +3.2% | +7.1% | -3.9% | +0.7% |
| 30D | -12.3% | -39.4% | +27.1% | -2.9% |
| 3M | -3.6% | -43.0% | +39.4% | +7.4% |
| All | -3.6% | -43.9% | +40.3% | +7.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling