+3,455.8%
STRL vs EMB
+30.1%
+3,425.8%
-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% | -2.2% | -50.6% | -51.4% |
| 6M | -71.5% | -2.3% | -69.1% | -70.4% |
| YTD | -17.4% | -0.6% | -16.8% | -15.7% |
| 1Y | -35.0% | +0.5% | -35.4% | -34.4% |
| 3Y | +239.2% | +29.4% | +209.8% | +151.7% |
| 5Y | +830.2% | +6.5% | +823.7% | +784.3% |
| All | +3,455.8% | +30.1% | +3,425.8% | +3,082.2% |
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