+230.2%
EWY vs STRL
+531.3%
-301.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.7% | -0.3% |
| 7D | +8.0% | +10.1% | -2.1% | +5.4% |
| 30D | +14.3% | -8.2% | +22.5% | +16.8% |
| 3M | +2.3% | -43.7% | +46.0% | +16.3% |
| 6M | +49.9% | +27.1% | +22.8% | +42.5% |
| YTD | +95.3% | +64.0% | +31.3% | +78.5% |
| 1Y | +161.7% | +75.2% | +86.6% | +135.6% |
| 3Y | +230.2% | +539.9% | -309.7% | +142.0% |
| All | +230.2% | +531.3% | -301.1% | +142.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling