+7,282.2%
STRL vs EMB
+29.2%
+7,253.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.7% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -9.2% | -0.3% | -8.9% | -8.9% |
| 3M | -51.0% | -0.4% | -50.6% | -50.7% |
| 6M | +15.8% | +0.1% | +15.6% | +17.0% |
| YTD | +58.9% | +1.6% | +57.3% | +57.5% |
| 1Y | +68.5% | +5.6% | +62.9% | +59.3% |
| 3Y | +485.2% | +29.8% | +455.4% | +333.7% |
| 5Y | +2,005.1% | +7.3% | +1,997.8% | +1,878.0% |
| All | +7,282.2% | +29.2% | +7,253.0% | +6,400.8% |
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