+3,667.8%
STRL vs EMB
+28.3%
+3,639.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -26.9% | -0.1% | -26.8% | -27.0% |
| 30D | -52.7% | +1.3% | -54.0% | -53.7% |
| 3M | -52.8% | -2.7% | -50.1% | -51.1% |
| 6M | -71.5% | -2.8% | -68.6% | -70.2% |
| YTD | -17.4% | -1.1% | -16.3% | -15.1% |
| 1Y | -35.0% | 0.0% | -34.9% | -33.9% |
| 3Y | +239.2% | +28.8% | +210.4% | +154.5% |
| 5Y | +830.2% | +6.0% | +824.2% | +789.5% |
| All | +3,667.8% | +28.3% | +3,639.5% | +3,353.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling