+915.3%
STRL vs EME
+398.3%
+517.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | +0.9% |
| 7D | -19.8% | -8.8% | -11.1% | -8.8% |
| 30D | -43.6% | -18.2% | -25.4% | -27.1% |
| 3M | -45.2% | -20.2% | -25.0% | -26.7% |
| 6M | -65.7% | -29.9% | -35.8% | -46.1% |
| YTD | -5.4% | +5.7% | -11.2% | +1.4% |
| 1Y | -24.7% | -1.5% | -23.2% | -12.5% |
| 3Y | +335.0% | +208.4% | +126.6% | +96.0% |
| 5Y | +915.3% | +401.9% | +513.4% | +205.3% |
| All | +915.3% | +398.3% | +517.0% | +205.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling