+8,809.5%
STRL vs EME
+52,338.7%
-43,529.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | +0.2% |
| 7D | -19.8% | -8.8% | -11.1% | -14.6% |
| 30D | -43.6% | -18.2% | -25.4% | -36.2% |
| 3M | -45.2% | -20.2% | -25.0% | -36.9% |
| 6M | -65.7% | -29.9% | -35.8% | -57.1% |
| YTD | -5.4% | +5.7% | -11.2% | -0.6% |
| 1Y | -24.7% | -1.5% | -23.2% | -17.6% |
| 3Y | +335.0% | +208.4% | +126.6% | +201.8% |
| 5Y | +915.3% | +401.9% | +513.4% | +475.9% |
| 10Y | +3,877.5% | +914.2% | +2,963.2% | +1,650.0% |
| All | +8,809.5% | +52,338.7% | -43,529.2% | +1,801.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling