+539.9%
STRL vs EWJ
+73.3%
+466.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.7% |
| 7D | +10.1% | +2.9% | +7.2% | +5.5% |
| 30D | -8.2% | +1.1% | -9.3% | -9.5% |
| 3M | -43.7% | +7.1% | -50.8% | -48.4% |
| 6M | +27.1% | +16.2% | +10.9% | +7.2% |
| YTD | +64.0% | +22.0% | +42.0% | +30.4% |
| 1Y | +75.2% | +26.2% | +49.0% | +34.9% |
| 3Y | +539.9% | +73.5% | +466.5% | +232.1% |
| All | +539.9% | +73.3% | +466.6% | +232.1% |
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