+19.0%
EWZ vs STRL
+233.5%
-214.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.4% |
| 7D | -1.5% | -26.9% | +25.4% | +0.8% |
| 30D | -24.5% | -52.7% | +28.1% | -19.7% |
| 3M | -10.7% | -52.8% | +42.1% | -5.3% |
| 6M | -19.1% | -71.5% | +52.4% | -10.7% |
| YTD | +1.6% | -17.4% | +19.1% | -1.4% |
| 1Y | +4.3% | -35.0% | +39.2% | +3.2% |
| 3Y | +19.0% | +239.2% | -220.3% | +2.1% |
| All | +19.0% | +233.5% | -214.6% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling