+3,877.1%
STRL vs EMB
+35.7%
+3,841.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +7.1% | -0.4% | +7.5% | +8.0% |
| 30D | -39.4% | +1.1% | -40.5% | -40.5% |
| 3M | -43.0% | -2.0% | -41.0% | -41.3% |
| 6M | -65.0% | -1.9% | -63.1% | -63.9% |
| YTD | -0.8% | -0.5% | -0.3% | +1.3% |
| 1Y | -20.3% | +0.1% | -20.4% | -19.1% |
| 3Y | +356.5% | +29.7% | +326.9% | +235.7% |
| 5Y | +952.8% | +8.1% | +944.7% | +883.8% |
| 10Y | +3,877.1% | +36.3% | +3,840.8% | +3,134.4% |
| All | +3,877.1% | +35.7% | +3,841.4% | +3,134.4% |
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