-25.9%
STRL vs EWJ
+18.0%
-43.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.4% | -22.8% | -24.3% |
| 7D | -27.1% | -1.2% | -25.9% | -25.6% |
| 30D | -45.8% | -5.5% | -40.3% | -39.0% |
| 3M | -47.6% | -0.8% | -46.8% | -46.7% |
| 6M | -46.4% | +7.1% | -53.5% | -52.0% |
| YTD | -7.4% | +16.9% | -24.3% | -33.2% |
| 1Y | -25.9% | +18.2% | -44.0% | -47.6% |
| All | -25.9% | +18.0% | -43.8% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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