+504.0%
STRL vs EMB
+30.3%
+473.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.6% |
| 3M | -51.0% | -0.4% | -50.6% | -50.4% |
| 6M | +15.8% | +0.1% | +15.6% | +17.0% |
| YTD | +58.9% | +1.6% | +57.3% | +55.5% |
| 1Y | +68.5% | +5.6% | +62.9% | +52.7% |
| All | +504.0% | +30.3% | +473.7% | +297.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling