+8.1%
EWZ vs STRL
-30.1%
+38.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -21.5% | +23.1% | +3.4% |
| 7D | -4.1% | -27.1% | +23.0% | -1.8% |
| 30D | -25.0% | -45.8% | +20.8% | -21.0% |
| 3M | -10.6% | -47.6% | +37.0% | -5.9% |
| 6M | -16.6% | -46.4% | +29.8% | -14.9% |
| YTD | +2.5% | -7.4% | +9.8% | -6.3% |
| 1Y | +8.1% | -25.9% | +33.9% | +1.6% |
| All | +8.1% | -30.1% | +38.2% | +1.6% |
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