+502.5%
EWT vs STRL
+27,419.1%
-26,916.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.5% |
| 7D | +9.1% | +15.7% | -6.5% | +7.2% |
| 30D | -12.2% | -35.5% | +23.2% | -7.8% |
| 3M | -9.4% | -47.1% | +37.7% | -2.8% |
| 6M | +2.7% | -65.8% | +68.4% | +15.1% |
| YTD | +53.3% | -4.5% | +57.8% | +50.0% |
| 1Y | +59.2% | -10.5% | +69.6% | +56.6% |
| 3Y | +157.1% | +340.6% | -183.5% | +106.0% |
| 5Y | +119.6% | +911.0% | -791.4% | +57.9% |
| 10Y | +446.9% | +3,727.1% | -3,280.2% | +223.6% |
| All | +502.5% | +27,419.1% | -26,916.5% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling