+199.8%
EWT vs STRL
+526.3%
-326.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +2.1% | +8.2% | -6.1% | +0.7% |
| 30D | +9.4% | -6.3% | +15.7% | +10.4% |
| 3M | +10.9% | -41.2% | +52.1% | +20.3% |
| 6M | +57.9% | +20.4% | +37.6% | +47.8% |
| YTD | +75.9% | +61.7% | +14.2% | +55.8% |
| 1Y | +89.7% | +72.7% | +17.0% | +64.7% |
| All | +199.8% | +526.3% | -326.5% | +111.3% |
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