+907.2%
STRL vs EWJ
+47.4%
+859.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.6% | +11.3% | +10.1% |
| 7D | -13.3% | -1.5% | -11.9% | -11.2% |
| 30D | -43.3% | -6.5% | -36.8% | -37.5% |
| 3M | -46.9% | -5.6% | -41.3% | -41.9% |
| 6M | -65.6% | -0.3% | -65.3% | -64.3% |
| YTD | -5.1% | +13.9% | -19.0% | -13.6% |
| 1Y | -23.1% | +14.6% | -37.6% | -30.0% |
| 3Y | +346.8% | +66.6% | +280.2% | +182.5% |
| 5Y | +907.2% | +47.7% | +859.5% | +610.5% |
| All | +907.2% | +47.4% | +859.7% | +610.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling