+62.4%
EWY vs STRL
-30.1%
+92.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -21.5% | +19.6% | +5.4% |
| 7D | -8.3% | -27.1% | +18.7% | +1.1% |
| 30D | -20.5% | -45.8% | +25.2% | -3.2% |
| 3M | -11.1% | -47.6% | +36.5% | +9.3% |
| 6M | -7.0% | -46.4% | +39.4% | +14.1% |
| YTD | +56.5% | -7.4% | +63.8% | +62.3% |
| 1Y | +62.4% | -25.9% | +88.3% | +74.7% |
| All | +62.4% | -30.1% | +92.5% | +74.7% |
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