+164.5%
EWT vs STRL
+358.3%
-193.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.9% | +0.9% | +4.8% |
| 7D | +3.2% | +7.1% | -3.9% | +1.9% |
| 30D | -12.3% | -39.4% | +27.1% | -4.6% |
| 3M | -3.6% | -43.0% | +39.4% | +5.6% |
| 6M | +3.1% | -65.0% | +68.1% | +21.7% |
| YTD | +57.7% | -0.8% | +58.5% | +50.7% |
| 1Y | +60.3% | -20.3% | +80.6% | +58.5% |
| All | +164.5% | +358.3% | -193.8% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling