+61.0%
STRL vs EWJ
+24.8%
+36.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -0.9% |
| 7D | +5.4% | -1.5% | +6.9% | +8.7% |
| 30D | -9.0% | +0.2% | -9.2% | -9.1% |
| 3M | -37.1% | +8.6% | -45.6% | -46.4% |
| 6M | +17.8% | +12.1% | +5.7% | -2.0% |
| YTD | +58.3% | +20.1% | +38.2% | +15.2% |
| 1Y | +61.0% | +25.2% | +35.8% | +12.9% |
| All | +61.0% | +24.8% | +36.2% | +12.9% |
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 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