+3,877.5%
STRL vs EWJ
+122.8%
+3,754.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +1.1% |
| 7D | -19.8% | -2.4% | -17.4% | -17.0% |
| 30D | -43.6% | -7.6% | -35.9% | -37.2% |
| 3M | -45.2% | -5.9% | -39.3% | -40.2% |
| 6M | -65.7% | -1.5% | -64.3% | -63.9% |
| YTD | -5.4% | +12.6% | -18.0% | -12.8% |
| 1Y | -24.7% | +12.7% | -37.4% | -30.2% |
| 3Y | +335.0% | +63.1% | +272.0% | +172.7% |
| 5Y | +915.3% | +48.2% | +867.1% | +602.8% |
| 10Y | +3,877.5% | +123.1% | +3,754.3% | +1,819.9% |
| All | +3,877.5% | +122.8% | +3,754.7% | +1,819.9% |
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