+346.7%
EWZ vs STRL
+20,476.0%
-20,129.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.9% | +12.3% | +0.5% |
| 7D | -4.2% | -34.6% | +30.4% | +1.3% |
| 30D | -26.1% | -56.7% | +30.5% | -17.3% |
| 3M | -12.0% | -54.4% | +42.4% | -2.8% |
| 6M | -19.3% | -69.7% | +50.4% | -6.7% |
| YTD | +0.9% | -20.2% | +21.1% | -1.8% |
| 1Y | +3.4% | -40.6% | +43.9% | +4.7% |
| 3Y | +18.6% | +221.7% | -203.1% | -12.0% |
| 5Y | +56.6% | +799.0% | -742.4% | -3.4% |
| 10Y | +50.3% | +3,451.5% | -3,401.2% | -28.8% |
| All | +346.7% | +20,476.0% | -20,129.3% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling