-10.5%
STRL vs EWJ
+14.0%
-24.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.7% |
| 7D | +15.7% | +4.0% | +11.7% | +7.2% |
| 30D | -35.5% | -4.3% | -31.2% | -28.8% |
| 3M | -47.1% | -6.8% | -40.3% | -38.1% |
| 6M | -65.8% | -0.9% | -64.9% | -64.3% |
| YTD | -4.5% | +14.3% | -18.8% | -24.1% |
| 1Y | -10.5% | +15.3% | -25.8% | -29.7% |
| All | -10.5% | +14.0% | -24.4% | -29.7% |
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