+237.8%
EWY vs STRL
+4,073.8%
-3,836.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | +5.1% |
| 7D | -2.8% | +7.1% | -10.0% | -4.3% |
| 30D | -13.1% | -39.4% | +26.3% | -3.5% |
| 3M | -11.6% | -43.0% | +31.3% | -0.7% |
| 6M | -23.4% | -65.0% | +41.6% | -5.0% |
| YTD | +52.0% | -0.8% | +52.8% | +51.8% |
| 1Y | +58.6% | -20.3% | +78.9% | +63.8% |
| 3Y | +163.3% | +356.5% | -193.2% | +88.7% |
| 5Y | +108.7% | +952.8% | -844.2% | +22.6% |
| 10Y | +237.8% | +3,877.1% | -3,639.3% | +46.3% |
| All | +237.8% | +4,073.8% | -3,836.0% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling