+81.1%
EWZ vs STRL
+7,064.8%
-6,983.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -1.7% |
| 7D | +6.5% | +3.4% | +3.1% | +5.8% |
| 30D | +4.8% | -9.2% | +14.1% | +6.3% |
| 3M | +9.9% | -51.0% | +60.9% | +22.6% |
| 6M | +1.9% | +15.8% | -13.8% | -6.4% |
| YTD | +20.3% | +58.9% | -38.6% | +3.4% |
| 1Y | +35.6% | +68.5% | -32.9% | +13.7% |
| 3Y | +43.4% | +485.2% | -441.8% | -14.1% |
| 5Y | +55.9% | +2,005.1% | -1,949.2% | -35.0% |
| All | +81.1% | +7,064.8% | -6,983.7% | -49.1% |
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