+164.3%
EWY vs STRL
+76.3%
+88.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.1% | +2.7% |
| 7D | +4.8% | +3.4% | +1.4% | +3.7% |
| 30D | +11.7% | -9.2% | +20.9% | +15.3% |
| 3M | -7.4% | -51.0% | +43.6% | +14.7% |
| 6M | +40.6% | +15.8% | +24.8% | +32.1% |
| YTD | +94.3% | +58.9% | +35.4% | +70.0% |
| 1Y | +164.3% | +68.5% | +95.8% | +130.3% |
| All | +164.3% | +76.3% | +88.0% | +130.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling