+2,156.4%
STRL vs EMB
+132.1%
+2,024.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.0% |
| 3M | -51.0% | -0.4% | -50.6% | -50.8% |
| 6M | +15.8% | +0.1% | +15.6% | +16.7% |
| YTD | +58.9% | +1.6% | +57.3% | +58.1% |
| 1Y | +68.5% | +5.6% | +62.9% | +62.3% |
| 3Y | +485.2% | +29.8% | +455.4% | +378.5% |
| 5Y | +2,005.1% | +7.3% | +1,997.8% | +1,893.9% |
| 10Y | +7,118.0% | +30.4% | +7,087.5% | +6,015.0% |
| All | +2,156.4% | +132.1% | +2,024.3% | +1,358.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling