+9,249.2%
STRL vs EME
+54,073.4%
-44,824.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +3.2% |
| 7D | +7.1% | +4.3% | +2.8% | +5.6% |
| 30D | -39.4% | -14.4% | -25.0% | -33.0% |
| 3M | -43.0% | -18.3% | -24.6% | -35.0% |
| 6M | -65.0% | -28.3% | -36.7% | -56.6% |
| YTD | -0.8% | +9.2% | -10.0% | +2.6% |
| 1Y | -20.3% | +4.3% | -24.6% | -15.1% |
| 3Y | +356.5% | +218.6% | +137.9% | +211.5% |
| 5Y | +952.8% | +421.0% | +531.8% | +486.3% |
| 10Y | +3,877.1% | +928.3% | +2,948.8% | +1,632.2% |
| All | +9,249.2% | +54,073.4% | -44,824.2% | +1,862.4% |
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 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