+2,125.4%
STRL vs EME
+544.7%
+1,580.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | +1.2% |
| 7D | +8.2% | +2.7% | +5.5% | +5.2% |
| 30D | -6.3% | -6.8% | +0.5% | +1.5% |
| 3M | -41.2% | -8.8% | -32.4% | -33.6% |
| 6M | +20.4% | +5.0% | +15.4% | +22.3% |
| YTD | +61.7% | +23.5% | +38.2% | +41.0% |
| 1Y | +72.7% | +21.3% | +51.4% | +52.5% |
| 3Y | +530.9% | +241.1% | +289.9% | +145.6% |
| 5Y | +2,125.4% | +549.2% | +1,576.2% | +412.0% |
| All | +2,125.4% | +544.7% | +1,580.7% | +412.0% |
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 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