-25.9%
STRL vs EMB
+0.7%
-26.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.0% | -22.5% | -25.5% |
| 7D | -27.1% | +0.7% | -27.8% | -29.9% |
| 30D | -45.8% | +2.3% | -48.1% | -52.1% |
| 3M | -47.6% | -2.5% | -45.1% | -40.4% |
| 6M | -46.4% | -1.1% | -45.3% | -43.3% |
| YTD | -7.4% | -0.6% | -6.8% | -4.0% |
| 1Y | -25.9% | +0.6% | -26.5% | -31.0% |
| All | -25.9% | +0.7% | -26.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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