+3,877.1%
STRL vs EWJ
+127.4%
+3,749.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +2.6% |
| 7D | +7.1% | -1.9% | +9.0% | +10.8% |
| 30D | -39.4% | -5.3% | -34.0% | -34.5% |
| 3M | -43.0% | -4.3% | -38.6% | -39.0% |
| 6M | -65.0% | +0.4% | -65.4% | -64.0% |
| YTD | -0.8% | +14.7% | -15.5% | -10.6% |
| 1Y | -20.3% | +14.7% | -35.0% | -27.8% |
| 3Y | +356.5% | +66.2% | +290.3% | +179.7% |
| 5Y | +952.8% | +50.2% | +902.7% | +617.0% |
| 10Y | +3,877.1% | +127.1% | +3,750.0% | +1,782.2% |
| All | +3,877.1% | +127.4% | +3,749.7% | +1,782.2% |
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