+346.8%
STRL vs EWJ
+65.0%
+281.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.6% | +11.3% | +9.3% |
| 7D | -13.3% | -1.5% | -11.9% | -11.0% |
| 30D | -43.3% | -6.5% | -36.8% | -36.6% |
| 3M | -46.9% | -5.6% | -41.3% | -41.2% |
| 6M | -65.6% | -0.3% | -65.3% | -64.2% |
| YTD | -5.1% | +13.9% | -19.0% | -15.3% |
| 1Y | -23.1% | +14.6% | -37.6% | -31.4% |
| 3Y | +346.8% | +66.6% | +280.2% | +162.0% |
| All | +346.8% | +65.0% | +281.9% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling