+308.8%
EWY vs STRL
+7,055.3%
-6,746.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +6.7% | +8.2% | -1.5% | +4.9% |
| 30D | +17.0% | -6.3% | +23.3% | +18.6% |
| 3M | +3.7% | -41.2% | +44.9% | +15.3% |
| 6M | +42.5% | +20.4% | +22.1% | +35.9% |
| YTD | +96.2% | +61.7% | +34.5% | +77.7% |
| 1Y | +160.4% | +72.7% | +87.7% | +131.1% |
| 3Y | +231.7% | +530.9% | -299.2% | +123.2% |
| 5Y | +153.3% | +2,125.4% | -1,972.1% | +30.6% |
| 10Y | +308.8% | +7,301.3% | -6,992.5% | +69.8% |
| All | +308.8% | +7,055.3% | -6,746.5% | +69.8% |
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