+156.4%
EWT vs STRL
+2,093.0%
-1,936.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.1% |
| 7D | +1.6% | +10.1% | -8.5% | -0.1% |
| 30D | +8.2% | -8.2% | +16.4% | +9.6% |
| 3M | +11.1% | -43.7% | +54.8% | +21.4% |
| 6M | +60.4% | +27.1% | +33.3% | +48.5% |
| YTD | +75.6% | +64.0% | +11.6% | +54.9% |
| 1Y | +91.3% | +75.2% | +16.2% | +65.3% |
| 3Y | +200.3% | +539.9% | -339.6% | +100.4% |
| 5Y | +156.4% | +2,133.0% | -1,976.6% | +25.4% |
| All | +156.4% | +2,093.0% | -1,936.6% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling