+942.9%
STRL vs EMB
+7.3%
+935.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.5% |
| 7D | +23.4% | -0.7% | +24.1% | +24.9% |
| 30D | -39.5% | +0.5% | -40.0% | -40.2% |
| 3M | -45.1% | -2.5% | -42.6% | -43.0% |
| 6M | -64.6% | -2.0% | -62.6% | -63.4% |
| YTD | -1.5% | -0.9% | -0.7% | +1.2% |
| 1Y | -20.8% | -0.3% | -20.5% | -19.0% |
| 3Y | +353.1% | +29.2% | +323.9% | +245.3% |
| 5Y | +942.9% | +7.4% | +935.4% | +790.1% |
| All | +942.9% | +7.3% | +935.6% | +790.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling