+4.1%
EWZ vs STRL
-26.3%
+30.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +15.0% | -13.0% | +0.7% |
| 7D | +1.4% | -13.3% | +14.7% | +2.0% |
| 30D | -25.1% | -43.3% | +18.2% | -21.7% |
| 3M | -7.7% | -46.9% | +39.1% | -3.1% |
| 6M | -15.8% | -65.6% | +49.7% | -8.6% |
| YTD | +3.6% | -5.1% | +8.7% | -5.3% |
| All | +4.1% | -26.3% | +30.4% | -2.2% |
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