+7,301.3%
STRL vs EWJ
+138.2%
+7,163.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.2% |
| 7D | +8.2% | +1.0% | +7.2% | +6.9% |
| 30D | -6.3% | +1.0% | -7.3% | -7.2% |
| 3M | -41.2% | +7.2% | -48.4% | -45.1% |
| 6M | +20.4% | +13.9% | +6.5% | +7.3% |
| YTD | +61.7% | +20.8% | +40.9% | +35.4% |
| 1Y | +72.7% | +26.4% | +46.3% | +38.8% |
| 3Y | +530.9% | +71.8% | +459.2% | +268.8% |
| 5Y | +2,125.4% | +49.9% | +2,075.5% | +1,399.8% |
| 10Y | +7,301.3% | +140.0% | +7,161.4% | +3,247.6% |
| All | +7,301.3% | +138.2% | +7,163.1% | +3,247.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling