+929.0%
EWY vs STRL
+29,146.1%
-28,217.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +10.4% | +23.4% | -13.0% | +6.9% |
| 30D | -12.7% | -39.5% | +26.8% | -6.3% |
| 3M | -17.3% | -45.1% | +27.7% | -10.1% |
| 6M | -18.6% | -64.6% | +46.0% | -5.8% |
| YTD | +49.5% | -1.5% | +51.0% | +48.8% |
| 1Y | +55.0% | -20.8% | +75.7% | +58.0% |
| 3Y | +159.0% | +353.1% | -194.1% | +103.6% |
| 5Y | +102.5% | +942.9% | -840.4% | +40.2% |
| 10Y | +232.2% | +3,847.6% | -3,615.4% | +84.2% |
| All | +929.0% | +29,146.1% | -28,217.1% | +409.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling