+66.5%
EWZ vs STRL
+3,697.3%
-3,630.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.4% | +1.9% |
| 7D | +0.8% | +15.7% | -14.9% | -1.9% |
| 30D | -24.4% | -35.5% | +11.1% | -19.5% |
| 3M | -4.6% | -47.1% | +42.6% | +4.4% |
| 6M | -11.6% | -65.8% | +54.2% | +2.6% |
| YTD | +2.4% | -4.5% | +6.9% | -5.9% |
| 1Y | +2.1% | -10.5% | +12.6% | -5.3% |
| 3Y | +18.7% | +340.6% | -321.9% | -28.1% |
| 5Y | +54.2% | +911.0% | -856.9% | -28.2% |
| All | +66.5% | +3,697.3% | -3,630.8% | -48.8% |
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