+68.5%
STRL vs EME
+19.7%
+48.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.0% | +3.5% |
| 7D | +3.4% | +1.9% | +1.5% | +1.0% |
| 30D | -9.2% | -8.3% | -1.0% | +2.0% |
| 3M | -51.0% | -10.7% | -40.3% | -41.3% |
| 6M | +15.8% | +1.9% | +13.9% | +24.5% |
| YTD | +58.9% | +23.5% | +35.4% | +40.7% |
| 1Y | +68.5% | +18.0% | +50.6% | +42.8% |
| All | +68.5% | +19.7% | +48.8% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling