-20.3%
STRL vs EME
+2.7%
-23.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | -0.2% |
| 7D | +7.1% | +4.3% | +2.8% | +1.5% |
| 30D | -39.4% | -14.4% | -25.0% | -20.7% |
| 3M | -43.0% | -18.3% | -24.6% | -19.6% |
| 6M | -65.0% | -28.3% | -36.7% | -35.5% |
| YTD | -0.8% | +9.2% | -10.0% | -7.5% |
| 1Y | -20.3% | +4.3% | -24.6% | -17.4% |
| All | -20.3% | +2.7% | -23.0% | -17.4% |
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