+55.2%
EWY vs STRL
-22.7%
+77.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.7% |
| 7D | +4.2% | +15.7% | -11.4% | -1.3% |
| 30D | -10.7% | -35.5% | +24.8% | +2.9% |
| 3M | -20.1% | -47.1% | +27.1% | -1.8% |
| 6M | -24.3% | -65.8% | +41.5% | +6.2% |
| YTD | +46.9% | -4.5% | +51.4% | +50.9% |
| 1Y | +55.2% | -10.5% | +65.7% | +60.2% |
| All | +55.2% | -22.7% | +77.9% | +60.2% |
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 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