+6,906.6%
STRL vs EME
+1,301.6%
+5,605.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.3% |
| 7D | +5.4% | +0.9% | +4.5% | +4.5% |
| 30D | -9.0% | -8.4% | -0.6% | -0.6% |
| 3M | -37.1% | -3.6% | -33.4% | -33.3% |
| 6M | +17.8% | +3.6% | +14.3% | +21.2% |
| YTD | +58.3% | +22.5% | +35.8% | +41.1% |
| 1Y | +61.0% | +18.2% | +42.8% | +48.2% |
| 3Y | +517.8% | +238.4% | +279.5% | +149.5% |
| 5Y | +2,119.0% | +550.5% | +1,568.5% | +420.7% |
| All | +6,906.6% | +1,301.6% | +5,605.1% | +842.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling